Package: EMgaussian 0.2.1

EMgaussian: Expectation-Maximization Algorithm for Multivariate Normal (Gaussian) with Missing Data

Initially designed to distribute code for estimating the Gaussian graphical model with Lasso regularization, also known as the graphical lasso (glasso), using an Expectation-Maximization (EM) algorithm based on work by Städler and Bühlmann (2012) <doi:10.1007/s11222-010-9219-7>. As a byproduct, code for estimating means and covariances (or the precision matrix) under a multivariate normal (Gaussian) distribution is also available.

Authors:Carl F. Falk [cre, aut]

EMgaussian_0.2.1.tar.gz
EMgaussian_0.2.1.zip(r-4.5)EMgaussian_0.2.1.zip(r-4.4)EMgaussian_0.2.1.zip(r-4.3)
EMgaussian_0.2.1.tgz(r-4.4-x86_64)EMgaussian_0.2.1.tgz(r-4.4-arm64)EMgaussian_0.2.1.tgz(r-4.3-x86_64)EMgaussian_0.2.1.tgz(r-4.3-arm64)
EMgaussian_0.2.1.tar.gz(r-4.5-noble)EMgaussian_0.2.1.tar.gz(r-4.4-noble)
EMgaussian_0.2.1.tgz(r-4.4-emscripten)EMgaussian_0.2.1.tgz(r-4.3-emscripten)
EMgaussian.pdf |EMgaussian.html
EMgaussian/json (API)

# Install 'EMgaussian' in R:
install.packages('EMgaussian', repos = c('https://falkcarl.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/falkcarl/emgaussian/issues

Uses libs:
  • openblas– Optimized BLAS
  • c++– GNU Standard C++ Library v3

On CRAN:

2.70 score 559 downloads 5 exports 83 dependencies

Last updated 8 months agofrom:4bc02c4e9e. Checks:OK: 7 NOTE: 2. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 20 2024
R-4.5-win-x86_64NOTENov 20 2024
R-4.5-linux-x86_64NOTENov 20 2024
R-4.4-win-x86_64OKNov 20 2024
R-4.4-mac-x86_64OKNov 20 2024
R-4.4-mac-aarch64OKNov 20 2024
R-4.3-win-x86_64OKNov 20 2024
R-4.3-mac-x86_64OKNov 20 2024
R-4.3-mac-aarch64OKNov 20 2024

Exports:em.covem.precEMggmrhogridstartvals.cov

Dependencies:caretclasscliclockcodetoolscolorspacecpp11data.tablediagramdigestdplyre1071fansifarverforeachfuturefuture.applygenericsggplot2glassoglassoFastglobalsgluegowergtablehardhatipredisobanditeratorsKernSmoothlabelinglatticelavalavaanlifecyclelistenvlubridatemagrittrMASSMatrixmatrixcalcmgcvmnormtModelMetricsmunsellnlmennetnumDerivparallellypbivnormpillarpkgconfigplyrpROCprodlimprogressrproxypurrrquadprogR6RColorBrewerRcppRcppArmadillorecipesreshape2rlangrpartscalesshapeSQUAREMstringistringrsurvivaltibbletidyrtidyselecttimechangetimeDatetzdbutf8vctrsviridisLitewithr