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