JGL: Performs the Joint Graphical Lasso for Sparse Inverse Covariance Estimation on Multiple Classes

The Joint Graphical Lasso is a generalized method for estimating Gaussian graphical models/ sparse inverse covariance matrices/ biological networks on multiple classes of data. We solve JGL under two penalty functions: The Fused Graphical Lasso (FGL), which employs a fused penalty to encourage inverse covariance matrices to be similar across classes, and the Group Graphical Lasso (GGL), which encourages similar network structure between classes. FGL is recommended over GGL for most applications. Reference: Danaher P, Wang P, Witten DM. (2013) <doi:10.1111/rssb.12033>.

Package details

AuthorPatrick Danaher
MaintainerPatrick Danaher <[email protected]>
LicenseGPL-2
Version2.3.1
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("JGL")

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JGL documentation built on Dec. 1, 2018, 1:05 a.m.