glasso v1.11

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Graphical Lasso: Estimation of Gaussian Graphical Models

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.

Functions in glasso

Name Description
glassopath Compute the Graphical lasso along a path
glasso Graphical lasso
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Details

License GPL-2
URL http://www-stat.stanford.edu/~tibs/glasso
Packaged 2019-09-24 21:37:23 UTC; robtibshirani
Repository CRAN
Date/Publication 2019-10-01 18:40:07 UTC
NeedsCompilation yes

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