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 |
Downloads: