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.


Reference manual

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1.1.1 by Luigi Augugliaro, 3 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