CRAN/E | sglasso

sglasso

Lasso Method for RCON(V,E) Models

Installation

About

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-penalized RCON(V, E) model. Two cyclic coordinate algorithms are implemented to compute the sglasso estimator, i.e. a cyclic coordinate minimization (CCM) and a cyclic coordinate descent (CCD) algorithm.

Citation sglasso citation info
www.unipa.it/persone/docenti/a/luigi.augugliaro

Key Metrics

Version 1.2.6
R ≥ 4.2
Published 2023-12-03 308 days ago
Needs compilation? yes
License GPL-2
License GPL-3
CRAN checks sglasso results

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Maintainer

Maintainer

Luigi Augugliaro

Authors

Luigi Augugliaro

Material

ChangeLog
Reference manual
Package source

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

sglasso archive

Depends

Matrix
igraph
R ≥ 4.2

Imports

methods
graphics
grDevices