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glasso (version 1.11)
Graphical Lasso: Estimation of Gaussian Graphical Models
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.
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1.11
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Install
install.packages('glasso')
Monthly Downloads
20,350
Version
1.11
License
GPL-2
Maintainer
Rob Tibshirani
Last Published
October 1st, 2019
Functions in glasso (1.11)
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glassopath
Compute the Graphical lasso along a path
glasso
Graphical lasso