cglasso

Conditional graphical lasso estimator is an extension of the graphical lasso 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. Standard conditional graphical lasso is available as a special case. Furthermore, the 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. Details about the implemented models can be found in Augugliaro et al. (2023) doi:10.18637/jss.v105.i01, Augugliaro et al. (2020b) doi:10.1007/s11222-020-09945-7, Augugliaro et al. (2020a) doi:10.1093/biostatistics/kxy043, Yin et al. (2001) doi:10.1214/11-AOAS494 and Stadler et al. (2012) doi:10.1007/s11222-010-9219-7.