{ "_id": "6adddb223de12bb41a327d9d", "Package": "cxreg", "Title": "Complex-Valued Lasso and Complex-Valued Graphical Lasso", "Version": "1.1.4", "Authors@R": "c(\nperson(\"Younghoon\", \"Kim\", , \"ykim124@ua.edu\", role = c(\"aut\", \"cre\")),\nperson(\"Navonil\", \"Deb\", role = \"aut\"),\nperson(\"Sumanta\", \"Basu\", role = \"aut\")\n)", "Description": "Implements 'glmnet'-style complex-valued lasso (CLASSO)\nand complex-valued graphical lasso (CGLASSO) via a pathwise\ncoordinate descent algorithm for complex-valued parameters,\nusing an isomorphism between complex numbers and 2x2 orthogonal\nmatrices. Also provides a full inference pipeline for\nhigh-dimensional sparse spectral precision matrices, including\ndata-driven bandwidth selection, one-step debiasing, asymptotic\nvariance estimation, entry-wise confidence regions, and\nFDR-controlled hypothesis testing. Supporting tools for\ncross-validation, simulation, coefficient extraction, and\nplotting are included. 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