R package for penalized estimation using folded concave penalty such as the Log penalty.
( vignettes )
Use penalized regression method and a modified PC algorithm to construct DAG skeleton.
Ha MJ, Sun W, & Xie, J (2014). PenPC: A Two-step Approach to Estimate the
Skeletons of High Dimensional Directed Acyclic Graphs.
arXiv preprint arXiv:1405.1603
R package PenPC requires package PEN for penalized estimation. Both packages can be installed from source code using the following command (in Mac Terminal window or Windows command window)
R CMD INSTALL packageName
Since the R package PEN contains C code, a C complier is required for installation.
Please contact Min Jin Ha (email@example.com) if you have any questions.