Learning graphical models with hubs

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. To appear in Journal of Machine Learning Research. arXiv.org/pdf/1402.7349.pdf.


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install.packages("hglasso")

1.2 by Kean Ming Tan, 5 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


Imported by DWLasso.


See at CRAN