sglasso.fit

make_sglasso

make_action

setDiff

mask2Tv

mask2Te

theta2Kh

fglasso_model2mask

zero

internal

sglasso-internal

RCON(V, E) models are a kind of restriction of the Gaussian Graphical Models defined by a set of equality constraints on the entries of the concentration matrix. 'sglasso' package implements the structured graphical lasso (sglasso) estimator proposed in Abbruzzo et al. (2014) for the weighted l1-penalized RCON(V, E) model. Two cyclic coordinate algorithms are implemented to compute the sglasso estimator, i.e. a cyclic coordinate minimization (CCM) and a cyclic coordinate descent (CCD) algorithm.

Luigi Augugliaro

sglasso

Lasso Method for RCON(V,E) Models

sglasso-internal function

Author

Internal sglasso functions — sglasso-internal

Internal sglasso functions

sglasso-internal: Internal sglasso functions

Description

Arguments

Author

Details