GGMncv: Gaussian Graphical Models with Nonconvex Regularization

Estimate Gaussian graphical models with nonconvex penalties <doi:10.31234/>, including the atan Wang and Zhu (2016) <doi:10.1155/2016/6495417>, seamless L0 Dicker, Huang, and Lin (2013) <doi:10.5705/ss.2011.074>, exponential Wang, Fan, and Zhu <doi:10.1007/s10463-016-0588-3>, smooth integration of counting and absolute deviation Lv and Fan (2009) <doi:10.1214/09-AOS683>, logarithm Mazumder, Friedman, and Hastie (2011) <doi:10.1198/jasa.2011.tm09738>, Lq, smoothly clipped absolute deviation Fan and Li (2001) <doi:10.1198/016214501753382273>, and minimax concave penalty Zhang (2010) <doi:10.1214/09-AOS729>. There are also extensions for computing variable inclusion probabilities, multiple regression coefficients, and statistical inference <doi:10.1214/15-EJS1031>.

Version: 2.1.1
Depends: R (≥ 4.0.0)
Imports: Rcpp (≥, Rdpack (≥ 0.11-1), reshape, GGally (≥ 1.4.0), ggplot2 (≥ 3.3.0), glassoFast (≥ 1.0), network (≥ 1.15), numDeriv (≥ 2016.8-1.1), mathjaxr (≥ 1.0-1), MASS (≥ 7.3-51.5), methods, parallel, pbapply, sna (≥ 2.5), stats, utils
LinkingTo: Rcpp, RcppArmadillo
Suggests: car, corpcor, corrplot, dplyr, NetworkToolbox, NetworkComparisonTest, nlshrink, rmarkdown, knitr
Published: 2021-12-15
DOI: 10.32614/CRAN.package.GGMncv
Author: Donald Williams [aut, cre]
Maintainer: Donald Williams <drwwilliams at>
License: GPL-2
NeedsCompilation: yes
Materials: README
CRAN checks: GGMncv results


Reference manual: GGMncv.pdf
Vignettes: NCT: CPU Time
High Dimensional Data: Must Read!!
Custom Network Comparison Tests
NCT: Null Distributions
Positive Manifold (Sign Restriction)


Package source: GGMncv_2.1.1.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): GGMncv_2.1.1.tgz, r-oldrel (arm64): GGMncv_2.1.1.tgz, r-release (x86_64): GGMncv_2.1.1.tgz, r-oldrel (x86_64): GGMncv_2.1.1.tgz
Old sources: GGMncv archive

Reverse dependencies:

Reverse imports: GGMnonreg, IRCcheck
Reverse suggests: bootnet


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