Estimates a lasso penalized precision matrix via the blockwise coordinate descent (BCD). This package is a simple wrapper around the popular 'glasso' package that extends and enhances its capabilities. These enhancements include built-in cross validation and visualizations. See Friedman et al (2008) <doi:10.1093/biostatistics/kxm045> for details regarding the estimation method.
|Author||Matt Galloway [aut, cre]|
|Maintainer||Matt Galloway <[email protected]>|
|License||GPL (>= 2)|
|Package repository||View on CRAN|
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