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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Package
glasso
Title
Graphical Lasso: Estimation of Gaussian Graphical Models
Version
1.10
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
2018-07-12 23:45:19 UTC; naras
Repository
CRAN
Date/Publication
2018-07-13 04:40:06 UTC
NeedsCompilation
yes

install.packages('glasso')

1.10

a year ago

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

Rob Tibshirani

GPL-2

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