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dpglasso (version 1.0)

Primal Graphical Lasso

Description

fits the primal graphical lasso, via one-at-a-time block-coordinate descent.

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Version

Install

install.packages('dpglasso')

Monthly Downloads

11

Version

1.0

License

GPL-2

Maintainer

Last Published

October 24th, 2012

Functions in dpglasso (1.0)

dpglasso

dpglasso
box_qp_f

box constrained Quadratic Program (QP)
dpglasso-package

Package dpglasso solves the primal formulation of the Graphical Lasso