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.
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1.11 by Rob Tibshirani, 7 years ago
http://www-stat.stanford.edu/~tibs/glasso
Browse source code at https://github.com/cran/glasso
Authors: Jerome Friedman , Trevor Hastie and Rob Tibshirani
Documentation: PDF Manual
GPL-2 license
Imported by BSL, CVglasso, EGAnet, EMgaussian, L0ggm, LUCIDus, MSN, NetDA, PAGE, PFCI, SEMgraph, SILGGM, SparseTSCGM, UNPaC, countprop, detectR, ecoCopula, graphicalVAR, heteromixgm, iDINGO, jointMeanCov, leakyIV, lglasso, lvnet, netgwas, nutriNetwork, pgraph, psychonetrics, qgraph, robsel, sGMRFmix, scout, sdafilter, sparseMatEst.
Depended on by MRCE, abundant, regmed.
Suggested by bdsvd, bootnet, glassoFast, missoNet, psychnets, robCompositions, sAIC, textplot.
See at CRAN