Jerome Friedman, Trevor Hastie, Rob Tibshirani

CRAN/E | glasso

Installation

About

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.

www-stat.stanford.edu/~tibs/glasso

Key Metrics

Version	1.11
Published	2019-10-01 1805 days ago
Needs compilation?	yes
License	GPL-2
CRAN checks	glasso results

Downloads

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Maintainer

Rob Tibshirani

[email protected]

Authors

Jerome Friedman
Trevor Hastie
Rob Tibshirani

Material

Reference manual
Package source

In Views

Psychometrics

macOS

r-release	arm64
r-oldrel	arm64
r-release	x86_64
r-oldrel	x86_64

Windows

r-devel	x86_64
r-release	x86_64
r-oldrel	x86_64

Old Sources

glasso archive

Reverse Depends

abundant
epistasis
hglasso
INDEED
MRCE
regmed
scLink
SelvarMix
sparseBC

Reverse Imports

BSL
cicero
CVglasso
detectR
ecoCopula
EGAnet
fsMTS
graphicalVAR
iDINGO
jointMeanCov
LDABiplots
lglasso
LUCIDus
lvnet
MatrixLDA
NetDA
netgwas
nethet
NHMSAR
nutriNetwork
pgraph
POMA
psychonetrics
qgraph
robsel
robustcov
scout
sdafilter
sGMRFmix
shock
SILGGM
sparseMatEst
SparseTSCGM

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glasso

Graphical Lasso