Perform the Joint Graphical Lasso and Selects Tuning Parameters

Can be used to simultaneously estimate networks (Gaussian Graphical Models) in data from different groups or classes via Joint Graphical Lasso. Tuning parameters are selected via information criteria (AIC / BIC / extended BIC) or cross validation.


Reference manual

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0.3.1 by Giulio Costantini, a year ago

Browse source code at

Authors: Giulio Costantini , Nils Kappelmann , Sacha Epskamp

Documentation:   PDF Manual  

Task views: Psychometric Models and Methods

GPL (>= 2) license

Imports parallel, igraph, qgraph, dplyr, ggplot2, stats

Suggests mvtnorm, JGL, psych

See at CRAN