CGGMR

CGGMR implements the Clusterpath estimator of the Gaussian Graphical Model (CGGM). To cite CGGMR in publications, please use:

D.J.W. Touw, A. Alfons, P.J.F. Groenen, and I. Wilms (2024). Clusterpath Gaussian Graphical Modeling. arXiv preprint arXiv:2407.00644. url: https://arxiv.org/abs/2407.00644.

For issues, please use Github Issues.

Contents

• Installation
• Examples

Installation

CGGMR has the following dependencies:

• dplyr
• mvtnorm
• Rcpp
• RcppEigen

To install CCMMR, clone the repository, open CGGMR.Rproj in RStudio, and press install in the build panel. Alternatively, use devtools to install the package from GitHub via

library(devtools)
install_github("djwtouw/CGGMR")

Examples

For detailed examples, see examples.R.