robsel: Robust Selection Algorithm

An implementation of algorithms for estimation of the graphical lasso regularization parameter described in Pedro Cisneros-Velarde, Alexander Petersen and Sang-Yun Oh (2020) <>.

Version: 0.1.0
Imports: glasso, Rcpp
LinkingTo: Rcpp, RcppEigen
Suggests: knitr, rmarkdown
Published: 2021-05-25
DOI: 10.32614/CRAN.package.robsel
Author: Chau Tran [aut, cre], Sang-Yun Oh [aut], Pedro Cisneros-Velarde [aut], Alexander Petersen [aut]
Maintainer: Chau Tran <chautran at>
License: GPL-2
NeedsCompilation: yes
Materials: README NEWS
CRAN checks: robsel results


Reference manual: robsel.pdf
Vignettes: Using RobSel


Package source: robsel_0.1.0.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): robsel_0.1.0.tgz, r-oldrel (arm64): robsel_0.1.0.tgz, r-release (x86_64): robsel_0.1.0.tgz, r-oldrel (x86_64): robsel_0.1.0.tgz


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