sglasso

cranv1.2.6

Lasso Method for RCON(V,E) Models. 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-pen

License GPL (>= 2)0 versions1 maintainers5 deps77 weekly dl
https://CRAN.R-project.org/package=sglasso
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First published · 2023-12-03 09:39:24

Last updated · 2023-12-03T07:40:02+00:00