Graphical Models with Latent Variables

Three methods are provided to estimate graphical models with latent variables: (1) Jin, Y., Ning, Y., and Tan, K. M. (2020) (preprint available); (2) Chandrasekaran, V., Parrilo, P. A. & Willsky, A. S. (2012) ; (3) Tan, K. M., Ning, Y., Witten, D. M. & Liu, H. (2016) .


Reference manual

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1.1 by Yanxin Jin, a year ago

Browse source code at

Authors: Yanxin Jin , Samantha Yang , Kean Ming Tan

Documentation:   PDF Manual  

GPL-3 license

Imports Rcpp, pracma, glmnet, MASS, stats

Linking to Rcpp, RcppArmadillo

See at CRAN