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.


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install.packages("cglasso")

1.1.0 by Luigi Augugliaro, 5 months ago


Browse source code at https://github.com/cran/cglasso


Authors: Luigi Augugliaro


Documentation:   PDF Manual  


GPL (>= 2) license


Imports methods, MASS

Depends on igraph


See at CRAN