glasso.invcor

penalize.diagonal

term


Graphical Lasso based on inverse covariance penalty


internal

Package nethet is an implementation of statistical solid
methodology enabling the analysis of network heterogeneity from
high-dimensional data. It combines several implementations of recent
statistical innovations useful for estimation and comparison of networks in
a heterogeneous, high-dimensional setting. In particular, we provide code
for formal two-sample testing in Gaussian graphical models (differential
network and GGM-GSA; Stadler and Mukherjee, 2013, 2014) and make a novel
network-based clustering algorithm available (mixed graphical lasso,
Stadler and Mukherjee, 2013).

glasso.invcor: Graphical Lasso based on inverse covariance penalty

Description

Usage

Arguments

Value