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hglasso (version 1.3)

Learning Graphical Models with Hubs

Description

Implements the hub graphical lasso and hub covariance graph proposal by Tan, KM., London, P., Mohan, K., Lee, S-I., Fazel, M., and Witten, D. (2014). Learning graphical models with hubs. Journal of Machine Learning Research 15(Oct):3297-3331.

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Version

Install

install.packages('hglasso')

Monthly Downloads

213

Version

1.3

License

GPL (>= 2)

Maintainer

Kean Ming Tan

Last Published

May 13th, 2022

Functions in hglasso (1.3)

summary.hglasso

hglasso-package

Fit the hub graphical lasso, hub covariance graph, and hub binary network
hglassoBIC

BIC-type criterion for hglasso
binaryMCMC

Generate samples using Gibbs sampling for binary network specified by the parameter Theta
HubNetwork

Hub network generation
hbn

Hub binary network
plot.hglasso

Plot an object of class hglasso, hcov, or hbn
image.hglasso

Image plot of an object of class hglasso, hcov, or hbn
hglasso

Hub graphical lasso
hcov

Hub covariance graph