AdaptiveGlasso 1.0.0

Initial release

• Implements adaptive graphical lasso estimation for sparse precision-matrix and network estimation.
• Supports automatic selection of the regularization parameter by cross-validation using CVglasso.
• Supports user-supplied fixed values of lambda.
• Uses ridge stabilization of the sample covariance matrix.
• Constructs adaptive edge-specific weights and penalty matrices from an initial graphical lasso estimate.
• Provides fitted precision, covariance, adjacency, adaptive-weight, and adaptive-penalty matrices.
• Includes methods for printing fitted objects and extracting fitted matrices with coef().
• Supports settings with (n < p), (n = p), and (n > p).
• Includes automated unit tests and documentation for CRAN release.