glasso: 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.

Version: 1.10
Published: 2018-07-13
Author: Jerome Friedman, Trevor Hastie and Rob Tibshirani
Maintainer: Rob Tibshirani <tibs at stat.stanford.edu>
License: GPL-2
URL: http://www-stat.stanford.edu/~tibs/glasso
NeedsCompilation: yes
CRAN checks: glasso results

Downloads:

Reference manual: glasso.pdf
Package source: glasso_1.10.tar.gz
Windows binaries: r-devel: glasso_1.10.zip, r-release: glasso_1.10.zip, r-oldrel: glasso_1.10.zip
OS X binaries: r-release: glasso_1.10.tgz, r-oldrel: glasso_1.10.tgz
Old sources: glasso archive

Reverse dependencies:

Reverse depends: epistasis, hglasso, lassoscore, MInt, Rnets, rrlda, rsggm, SelvarMix, sparseBC, tensorsparse, Tsphere
Reverse imports: bootnet, BSL, CVglasso, EGAnet, graphicalVAR, iDINGO, jointMeanCov, loggle, LUCIDus, lvnet, MatrixLDA, netgwas, NHMSAR, nutriNetwork, pgraph, psychonetrics, qgraph, scout, sGMRFmix, shock, SILGGM, sparseMatEst, SparseTSCGM, UNPaC
Reverse suggests: GGMselect, glassoFast, sAIC, SCPME

Linking:

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