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.


Reference manual

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1.2 by Kean Ming Tan, 6 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