cglasso

L1-Penalized Censored Gaussian Graphical Models

The l1-penalized censored Gaussian graphical model is an extension of the graphical lasso estimator developed to handle datasets with censored observations. An EM-like algorithm is implemented to estimate the parameters of the censored Gaussian graphical models.

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Description file content

Package
cglasso
Version
1.1.1
Date
2019-06-09
Type
Package
Title
L1-Penalized Censored Gaussian Graphical Models
Author
Luigi Augugliaro
Maintainer
Luigi Augugliaro
Depends
R (>= 3.4), igraph
Description
The l1-penalized censored Gaussian graphical model is an extension of the graphical lasso estimator developed to handle datasets with censored observations. An EM-like algorithm is implemented to estimate the parameters of the censored Gaussian graphical models.
Imports
methods, MASS
License
GPL (>= 2)
LazyLoad
yes
NeedsCompilation
yes
Repository
CRAN
Packaged
2019-06-09 10:37:26 UTC; luigiaugugliaro
Date/Publication
2019-06-11 07:20:03 UTC

install.packages('cglasso')

1.1.1

2 months ago

Luigi Augugliaro

GPL (>= 2)

Depends on

R (>= 3.4), igraph

Imports

methods, MASS

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