Primal Graphical Lasso

fits the primal graphical lasso, via one-at-a-time block-coordinate descent.


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Reference manual

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install.packages("dpglasso")

1.0 by Rahul Mazumder, 7 years ago


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


Authors: Rahul Mazumder and Trevor Hastie


Documentation:   PDF Manual  


GPL-2 license



See at CRAN