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

AuthorWill Wei Sun, Zhaoran Wang, Xiang Lyu, Han Liu, Guang Cheng
MaintainerXiang Lyu <[email protected]>
LicenseGPL (>= 2)
Version1.0.1
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 May 29, 2017, 5:59 p.m.