glasso: Graphical Lasso: Estimation of Gaussian Graphical Models (original) (raw)
Estimation of a sparse inverse covariance matrix using a lasso (L1) penalty. Facilities are provided for estimates along a path of values for the regularization parameter.
| Version: | 1.11 |
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| Published: | 2019-10-01 |
| DOI: | 10.32614/CRAN.package.glasso |
| Author: | Jerome Friedman, Trevor Hastie and Rob Tibshirani |
| Maintainer: | Rob Tibshirani |
| License: | GPL-2 |
| URL: | http://www-stat.stanford.edu/~tibs/glasso |
| NeedsCompilation: | yes |
| In views: | Psychometrics |
| CRAN checks: | glasso results |
Documentation:
Downloads:
Reverse dependencies:
| Reverse depends: | abundant, hglasso, INDEED, MRCE, regmed, scLink, sparseBC |
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| Reverse imports: | BSL, cicero, countprop, CVglasso, detectR, ecoCopula, EGAnet, EMgaussian, graphicalVAR, heteromixgm, iDINGO, jointMeanCov, LDABiplots, leakyIV, lglasso, LUCIDus, lvnet, MatrixLDA, missoNet, mombf, NetDA, netgwas, nethet, nutriNetwork, pgraph, psychonetrics, qgraph, robsel, robustcov, scout, sdafilter, SEMgraph, sGMRFmix, shock, SILGGM, sparseMatEst, SparseTSCGM, TransGraph, TransTGGM |
| Reverse suggests: | bootnet, GGMselect, glassoFast, sAIC, textplot |
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