sglasso
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-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.
- Version1.2.6
- R version≥ 4.2
- LicenseGPL-2
- LicenseGPL-3
- Needs compilation?Yes
- sglasso citation info
- Last release12/03/2023
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Team
Luigi Augugliaro
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- Depends2 packages