Implements 'glmnet'-style complex-valued lasso (CLASSO) and complex-valued graphical lasso (CGLASSO) via a pathwise coordinate descent algorithm for complex-valued parameters, using an isomorphism between complex numbers and 2x2 orthogonal matrices. Also provides a full inference pipeline for high-dimensional sparse spectral precision matrices, including data-driven bandwidth selection, one-step debiasing, asymptotic variance estimation, entry-wise confidence regions, and FDR-controlled hypothesis testing. Supporting tools for cross-validation, simulation, coefficient extraction, and plotting are included. See Deb, Kuceyeski, and Basu (2024) <doi:10.48550/arXiv.2401.11128> and Deb, Kim, and Basu (2026) <doi:10.48550/arXiv.2606.07986>.
| Version: | 1.1.4 |
| Depends: | R (≥ 3.5.0) |
| Imports: | fields, foreach, gdata, grDevices, Matrix, methods, mvtnorm, stats, utils |
| Suggests: | devtools, doParallel, knitr, rmarkdown, testthat (≥ 3.0.0), tinytex, tools, xfun |
| Published: | 2026-07-11 |
| DOI: | 10.32614/CRAN.package.cxreg |
| Author: | Younghoon Kim [aut, cre], Navonil Deb [aut], Sumanta Basu [aut] |
| Maintainer: | Younghoon Kim <ykim124 at ua.edu> |
| License: | MIT + file LICENSE |
| NeedsCompilation: | yes |
| Materials: | README, NEWS |
| CRAN checks: | cxreg results |
| Reference manual: | cxreg.html , cxreg.pdf |
| Vignettes: |
Inference for Sparse Spectral Precision Matrices with cxreg (source, R code) An Introduction to cxreg (source, R code) |
| Package source: | cxreg_1.1.4.tar.gz |
| Windows binaries: | r-devel: cxreg_1.1.2.zip, r-release: cxreg_1.1.2.zip, r-oldrel: cxreg_1.1.2.zip |
| macOS binaries: | r-release (arm64): cxreg_1.1.4.tgz, r-oldrel (arm64): not available, r-release (x86_64): cxreg_1.1.4.tgz, r-oldrel (x86_64): cxreg_1.1.2.tgz |
| Old sources: | cxreg archive |
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