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) <>.


Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.


0.1.0 by Chau Tran, 4 months ago

Report a bug at

Browse source code at

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