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

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