cglasso: L1-Penalized Censored Gaussian Graphical Models

The l1-penalized censored Gaussian graphical model is an extension of the graphical lasso estimator developed to handle datasets with censored observations. An EM-like algorithm is implemented to estimate the parameters of the censored Gaussian graphical models.

Version: 1.1.1
Depends: R (≥ 3.4), igraph
Imports: methods, MASS
Published: 2019-06-11
Author: Luigi Augugliaro
Maintainer: Luigi Augugliaro <luigi.augugliaro at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
Materials: ChangeLog
CRAN checks: cglasso results


Reference manual: cglasso.pdf
Package source: cglasso_1.1.1.tar.gz
Windows binaries: r-devel:, r-devel-gcc8:, r-release:, r-oldrel:
OS X binaries: r-release: cglasso_1.1.1.tgz, r-oldrel: cglasso_1.1.1.tgz
Old sources: cglasso archive


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