glasso
cranv1.11Graphical 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.
License GPL-2strong copyleft0 versions1 maintainers0 deps5,619 weekly dl
https://CRAN.R-project.org/package=glasso45
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curl https://depscope.dev/api/check/cran/glassoFirst published · 2019-10-01 20:02:30
Last updated · 2019-10-01T17:40:07+00:00