CRAN/E | glasso

glasso

Graphical Lasso

Installation

About

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.

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

Key Metrics

Version 1.11
Published 2019-10-01 1668 days ago
Needs compilation? yes
License GPL-2
CRAN checks glasso results

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Maintainer

Maintainer

Rob Tibshirani

tibs@stat.stanford.edu

Authors

Jerome Friedman
Trevor Hastie
Rob Tibshirani

Material

Reference manual
Package source

In Views

Psychometrics

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

glasso archive

Reverse Depends

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epistasis
hglasso
INDEED
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scLink
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sparseBC

Reverse Imports

BSL
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ecoCopula
EGAnet
fsMTS
graphicalVAR
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lglasso
LUCIDus
lvnet
MatrixLDA
NetDA
netgwas
nethet
NHMSAR
nutriNetwork
pgraph
POMA
psychonetrics
qgraph
robsel
robustcov
scout
sdafilter
sGMRFmix
shock
SILGGM
sparseMatEst
SparseTSCGM

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