## sglasso: Lasso method for RCON(V,E) models

RCON(V, E) models (Højsgaard, et al.,2008) 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) algorithm and a cyclic coordinate descent (CCD) algorithm.

Version: |
1.1-0 |

Depends: |
Matrix |

Published: |
2014-09-22 |

Author: |
Luigi Augugliaro |

Maintainer: |
Luigi Augugliaro <luigi.augugliaro at unipa.it> |

License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |

NeedsCompilation: |
yes |

Materials: |
ChangeLog |

CRAN checks: |
sglasso results |

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