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 / eBIC) or crossvalidation.

Getting started

Package details

AuthorGiulio Costantini, Sacha Epskamp
MaintainerGiulio Costantini <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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EstimateGroupNetwork documentation built on May 29, 2017, 3:58 p.m.