Conditional graphical lasso (cglasso) estimator (Yin and other, 2011) is an extension of the graphical lasso (Yuan and other, 2007) proposed to estimate the conditional dependence structure of a set of p response variables given q predictors. This package provides suitable extensions developed to study datasets with censored and/or missing values (Augugliaro and other, 2020a and Augugliaro and other, 2020b). Standard conditional graphical lasso is available as a special case. Furthermore, the cglasso package provides an integrated set of core routines for visualization, analysis, and simulation of datasets with censored and/or missing values drawn from a Gaussian graphical model.
| Package: | cglasso |
| Type: | Package |
| Version: | 2.0.2 |
| Date: | 2021-01-20 |
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Augugliaro, L., Abbruzzo, A., and Vinciotti, V. (2020b) <10.1093/biostatistics/kxy043>. \(\ell_1\)-Penalized censored Gaussian graphical model. Biostatistics 21, e1--e16.
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