glasso: Graphical Lasso: Estimation of Gaussian Graphical Models

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: 1.11
Published: 2019-10-01
Author: Jerome Friedman, Trevor Hastie and Rob Tibshirani
Maintainer: Rob Tibshirani <tibs at>
License: GPL-2
NeedsCompilation: yes
In views: Psychometrics
CRAN checks: glasso results


Reference manual: glasso.pdf
Package source: glasso_1.11.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release: glasso_1.11.tgz, r-oldrel: glasso_1.11.tgz
Old sources: glasso archive

Reverse dependencies:

Reverse depends: epistasis, hglasso, INDEED, lassoscore, MInt, regmed, rrlda, SelvarMix, sparseBC, Tsphere
Reverse imports: bootnet, BSL, cicero, CVglasso, EGAnet, fsMTS, graphicalVAR, iDINGO, jointMeanCov, LUCIDus, lvnet, MatrixLDA, netgwas, nethet, NHMSAR, nutriNetwork, pgraph, psychonetrics, qgraph, scio, scout, sdafilter, sGMRFmix, shock, SILGGM, sparseMatEst, SparseTSCGM
Reverse suggests: GGMselect, glassoFast, sAIC, SCPME, textplot


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