Implements the hub graphical lasso and hub covariance graph proposal by Tan, KM., London, P., Mohan, K., Lee, S-I., Fazel, M., and Witten, D. (2014). Learning graphical models with hubs. Journal of Machine Learning Research 15(Oct):3297-3331.
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1.3 by Kean Ming Tan, 4 years ago
Browse source code at https://github.com/cran/hglasso
Authors: Kean Ming Tan
Documentation: PDF Manual
GPL (>= 2) license
Imports fields
Depends on glasso, mvtnorm, igraph
See at CRAN