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 1268 days ago
Needs compilation? yes
License GPL-2
CRAN checks glasso results

Downloads

Last 24 hours 502 -51%
Last 7 days 3.048 -4%
Last 30 days 12.096 +1%
Last 90 days 33.871 -28%
Last 365 days 163.019 -25%

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

abundant
epistasis
hglasso
INDEED
MRCE
regmed
scLink
SelvarMix
sparseBC

Reverse Imports

BSL
cicero
CVglasso
detectR
ecoCopula
EGAnet
fsMTS
graphicalVAR
iDINGO
jointMeanCov
LDABiplots
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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