Robust Selection Algorithm

An implementation of algorithms for estimation of the graphical lasso regularization parameter described in Pedro Cisneros-Velarde, Alexander Petersen and Sang-Yun Oh (2020) < http://proceedings.mlr.press/v108/cisneros20a.html>.


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Reference manual

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install.packages("robsel")

0.1.0 by Chau Tran, a month ago


Report a bug at https://github.com/dddlab/robust-selection/issues


Browse source code at https://github.com/cran/robsel


Authors: Chau Tran [aut, cre] , Sang-Yun Oh [aut] , Pedro Cisneros-Velarde [aut] , Alexander Petersen [aut]


Documentation:   PDF Manual  


GPL-2 license


Imports glasso, Rcpp

Suggests knitr, rmarkdown

Linking to Rcpp, RcppEigen


See at CRAN