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EstimateGroupNetwork: Perform the Joint Graphical Lasso and Selects Tuning Parameters
Can be used to simultaneously estimate networks (Gaussian Graphical Models) in data from different groups or classes via Joint Graphical Lasso. Tuning parameters are selected via information criteria (AIC / BIC / extended BIC) or cross validation.
Getting started
Browse package contents
Package details |
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| Author | Giulio Costantini, Nils Kappelmann, Sacha Epskamp |
| Maintainer | Giulio Costantini <giulio.costantini@unimib.it> |
| License | GPL (>= 2) |
| Version | 0.3.1 |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
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