glasso

Graphical Lasso: Estimation of Gaussian Graphical Models

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.

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Description file content

Package
glasso
Title
Graphical Lasso: Estimation of Gaussian Graphical Models
Version
1.11
Author
Jerome Friedman, Trevor Hastie and Rob Tibshirani
Description
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.
Maintainer
Rob Tibshirani
License
GPL-2
URL
Packaged
2019-09-24 21:37:23 UTC; robtibshirani
Repository
CRAN
Date/Publication
2019-10-01 18:40:07 UTC
NeedsCompilation
yes

install.packages('glasso')

1.11

2 months ago

http://www-stat.stanford.edu/~tibs/glasso

Rob Tibshirani

GPL-2

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