robsel

Robust Selection Algorithm

CRAN Package

An implementation of algorithms for estimation of the graphical lasso regularization parameter described in Pedro Cisneros-Velarde, Alexander Petersen and Sang-Yun Oh (2020) http://proceedings.mlr.press/v108/cisneros20a.html.

  • Version0.1.0
  • R versionunknown
  • LicenseGPL-2
  • Needs compilation?Yes
  • Last release05/25/2021

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