clusterGGM: Sparse Gaussian Graphical Modeling with Variable Clustering

Perform sparse estimation of a Gaussian graphical model (GGM) with node aggregation through variable clustering. Currently, the package implements the clusterpath estimator of the Gaussian graphical model (CGGM) (Touw, Alfons, Groenen & Wilms, 2025).

More information on this method can be found in the following article:

D.J.W. Touw, A. Alfons, P.J.F. Groenen and I. Wilms (2025). Clusterpath Gaussian Graphical Modeling. arXiv:2407.00644. doi: 10.48550/arXiv.2407.00644

Installation

Package clusterGGM can be easily installed from the R command line via

install.packages("remotes")
remotes::install_github("aalfons/clusterGGM")

If you already have package remotes installed, you can skip the first line. Moreover, package clusterGGM contains C++ code that needs to be compiled, so you may need to download and install the necessary tools for MacOS or the necessary tools for Windows.

Report issues and request features

If you experience any bugs or issues or if you have any suggestions for additional features, please submit an issue via the Issues tab of this repository. Please have a look at existing issues first to see if your problem or feature request has already been discussed.

Contribute to the package

If you want to contribute to the package, you can fork this repository and create a pull request after implementing the desired functionality.

Ask for help

If you need help using the package, or if you are interested in collaborations related to this project, please get in touch with the package maintainer.