EstimateGroupNetwork

Perform the Joint Graphical Lasso and Selects Tuning Parameters

CRAN Package

Can be used to simultaneously estimate networks (Gaussian Graphical Models) in data from different groups or classes via Joint Graphical Lasso. Tuning parameters are selected via information criteria (AIC / BIC / extended BIC) or cross validation.


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  • Imports6 packages
  • Suggests3 packages