Tlasso: Non-Convex Optimization and Statistical Inference for Sparse Tensor Graphical Models

An optimal alternating optimization algorithm for estimation of precision matrices of sparse tensor graphical models, and an efficient inference procedure for support recovery of the precision matrices.

Package details

AuthorXiang Lyu, Will Wei Sun, Zhaoran Wang, Han Liu, Jian Yang, Guang Cheng
MaintainerXiang Lyu <xianglyu@berkeley.edu>
LicenseGPL (>= 2)
Version1.0.2
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("Tlasso")

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Tlasso documentation built on Feb. 1, 2022, 9:07 a.m.