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) and a cyclic coordinate descent (CCD) algorithm.
| Version: | 1.2.2 |
| Depends: | Matrix, igraph |
| Imports: | methods, graphics, grDevices |
| Published: | 2015-12-03 |
| Author: | Luigi Augugliaro |
| Maintainer: | Luigi Augugliaro <luigi.augugliaro at unipa.it> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: | http://www.unipa.it/persone/docenti/a/luigi.augugliaro |
| NeedsCompilation: | yes |
| Citation: | sglasso citation info |
| Materials: | ChangeLog |
| CRAN checks: | sglasso results |
| Reference manual: | sglasso.pdf |
| Package source: | sglasso_1.2.2.tar.gz |
| Windows binaries: | r-devel: sglasso_1.2.2.zip, r-release: sglasso_1.2.2.zip, r-oldrel: sglasso_1.2.2.zip |
| OS X Snow Leopard binaries: | r-release: sglasso_1.2.2.tgz, r-oldrel: sglasso_1.1-1.tgz |
| OS X Mavericks binaries: | r-release: sglasso_1.2.2.tgz |
| Old sources: | sglasso archive |