MGL: Module Graphical Lasso

An aggressive dimensionality reduction and network estimation technique for a high-dimensional Gaussian graphical model (GGM). Please refer to: Efficient Dimensionality Reduction for High-Dimensional Network Estimation, Safiye Celik, Benjamin A. Logsdon, Su-In Lee, Proceedings of The 31st International Conference on Machine Learning, 2014, p. 1953–1961.

Version: 1.1
Published: 2014-11-05
Author: Safiye Celik
Maintainer: Safiye Celik <safiye at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
Citation: MGL citation info
CRAN checks: MGL results


Reference manual: MGL.pdf
Package source: MGL_1.1.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X binaries: r-release: MGL_1.1.tgz, r-oldrel: MGL_1.1.tgz
Old sources: MGL archive


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