Implements the hub graphical lasso and hub covariance graph proposal by Tan, KM., London, P., Mohan, K., Lee, S-I., Fazel, M., and Witten, D. (2014). Learning graphical models with hubs. To appear in Journal of Machine Learning Research. arXiv.org/pdf/1402.7349.pdf.
| Version: | 1.2 |
| Depends: | glasso, mvtnorm, igraph |
| Imports: | fields |
| Published: | 2014-08-10 |
| Author: | Kean Ming Tan |
| Maintainer: | Kean Ming Tan <keanming at uw.edu> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | no |
| CRAN checks: | hglasso results |
| Reference manual: | hglasso.pdf |
| Package source: | hglasso_1.2.tar.gz |
| Windows binaries: | r-devel: hglasso_1.2.zip, r-release: hglasso_1.2.zip, r-oldrel: hglasso_1.2.zip |
| OS X Mavericks binaries: | r-release: hglasso_1.2.tgz, r-oldrel: hglasso_1.2.tgz |
| Old sources: | hglasso archive |
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