Sparse Covariance Matrix Estimation R package covglasso version 1.0.3 Direct sparse covariance matrix estimation via the covariance graphical lasso by Bien, Tibshirani (2011) <doi:10.1093/biomet/asr054> using the fast coordinate descent algorithm of Wang (2014) <doi:10.1007/s11222-013-9385-5>. Software Depends: R (>= 3.4) Imports: Rcpp (>= 1.0) LinkingTo: Rcpp, RcppArmadillo Suggests: MASS Michael Fop <michael.fop@ucd.ie> Comprehensive R Archive Network (CRAN) Michael Fop [aut, cre] (ORCID: <https://orcid.org/0000-0003-3936-2757>), Hao Wang [ctb] GPL-3 2021-07-14 application/tgz https://CRAN.R-project.org/package=covglasso doi:10.32614/CRAN.package.covglasso