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cxreg (version 1.0.0)

Complex-Valued Lasso and Complex-Valued Graphical Lasso

Description

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) for the algorithm description.

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Version

Install

install.packages('cxreg')

Monthly Downloads

1

Version

1.0.0

License

MIT + file LICENSE

Maintainer

Younghoon Kim

Last Published

September 17th, 2025

Functions in cxreg (1.0.0)

cxreg-package

Complex-valued Lasso and graphical Lasso paths
fixm

Fixes indices that fall outside the valid range 1:n using circular (modulo) wrapping.
cv.classo

Cross-validation for classo
plot.cglasso

plot heatmap from a "cglasso" object
print.classo

print a classo object
print.cv.classo

print a cross-validated classo object
cglasso.path

fit a complex-valued graphical Lasso for a path of lambda values
classo.control

internal classo parameters
classo-internal

Internal classo functions
cglasso_example

Example Data for CGLASSO
classo.path

fit a complex-valued lasso for a path of lambda values
buildPredmat.default

Build Prediction Matrix (Default Method)
buildPredmat

Build Prediction Matrix
plot.cv.classo

plot the cross-validation curve produced by cv.classo
plot.classo

plot coefficients from a "classo" object
cglasso

fit a complex-valued graphical lasso
classo_example

Example Data for CLASSO
predict.cv.classo

make predictions from a "cv.classo" object.
classo

fit a complex-valued lasso
dft.X

Discrete Fourier Transform of matrix X
cxreg

Simulated data for the cxreg vignette
coef.classo

Extract coefficients from a classo object