cxreg: Complex-Valued Lasso and Complex-Valued Graphical Lasso

Implements 'glmnet'-style complex-valued lasso and complex-valued graphical lasso using a 'pathwise' coordinate descent algorithm for complex-valued parameters. The package provides supporting tools for estimation, simulation, and prediction. See Deb (2024) <doi:10.48550/ArXiv.2401.11128> for the algorithm description.

Version:	1.0.0
Depends:	R (≥ 3.5.0)
Imports:	fields, foreach, gdata, grDevices, Matrix, methods, mvtnorm, Rcpp, stats
Published:	2025-09-17
Author:	Younghoon Kim [aut, cre], Navonil Deb [aut], Sumanta Basu [ctb]
Maintainer:	Younghoon Kim <yk748 at cornell.edu>
License:	MIT + file LICENSE
NeedsCompilation:	yes
CRAN checks:	cxreg results

Documentation:

Reference manual:

cxreg.html , cxreg.pdf

Downloads:

Package source:	cxreg_1.0.0.tar.gz
Windows binaries:	r-devel: not available, r-release: not available, r-oldrel: not available
macOS binaries:	r-release (arm64): cxreg_1.0.0.tgz, r-oldrel (arm64): cxreg_1.0.0.tgz, r-release (x86_64): cxreg_1.0.0.tgz, r-oldrel (x86_64): cxreg_1.0.0.tgz

Linking:

Please use the canonical form https://CRAN.R-project.org/package=cxreg to link to this page.