Estimation of a sparse inverse covariance matrix using a lasso (L1) penalty. Facilities are provided for estimates along a path of values for the regularization parameter.
| Version: | 1.10 |
| Published: | 2018-07-13 |
| Author: | Jerome Friedman, Trevor Hastie and Rob Tibshirani |
| Maintainer: | Rob Tibshirani <tibs at stat.stanford.edu> |
| License: | GPL-2 |
| URL: | http://www-stat.stanford.edu/~tibs/glasso |
| NeedsCompilation: | yes |
| CRAN checks: | glasso results |
| Reference manual: | glasso.pdf |
| Package source: | glasso_1.10.tar.gz |
| Windows binaries: | r-devel: glasso_1.10.zip, r-release: glasso_1.10.zip, r-oldrel: glasso_1.10.zip |
| OS X binaries: | r-release: glasso_1.10.tgz, r-oldrel: glasso_1.10.tgz |
| Old sources: | glasso archive |
| Reverse depends: | epistasis, hglasso, lassoscore, MInt, Rnets, rrlda, rsggm, SelvarMix, sparseBC, Tsphere |
| Reverse imports: | bootnet, BSL, CVglasso, EGAnet, graphicalVAR, iDINGO, jointMeanCov, loggle, LUCIDus, lvnet, MatrixLDA, netgwas, NHMSAR, nutriNetwork, pgraph, psychonetrics, qgraph, scout, sGMRFmix, shock, SILGGM, sparseMatEst, SparseTSCGM, UNPaC |
| Reverse suggests: | GGMselect, glassoFast, sAIC, SCPME |
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