cglasso: Conditional Graphical LASSO for Gaussian Graphical Models with Censored and Missing Values

Conditional graphical lasso estimator is an extension of the graphical lasso proposed to estimate the conditional dependence structure of a set of p response variables given q predictors. This package provides suitable extensions developed to study datasets with censored and/or missing values. Standard conditional graphical lasso is available as a special case. Furthermore, the package provides an integrated set of core routines for visualization, analysis, and simulation of datasets with censored and/or missing values drawn from a Gaussian graphical model. Details about the implemented models can be found in Augugliaro et al. (2020b) <doi: 10.1007/s11222-020-09945-7>, Augugliaro et al. (2020a) <doi: 10.1093/biostatistics/kxy043>, Yin et al. (2001) <doi: 10.1214/11-AOAS494> and Stadler et al. (2012) <doi: 10.1007/s11222-010-9219-7>.

Package details

AuthorLuigi Augugliaro [aut, cre] (<https://orcid.org/0000-0002-4603-7541>), Gianluca Sottile [aut] (<https://orcid.org/0000-0001-9347-7251>), Ernst C. Wit [aut] (<https://orcid.org/0000-0002-3671-9610>), Veronica Vinciotti [aut] (<https://orcid.org/0000-0002-2625-7977>)
MaintainerLuigi Augugliaro <luigi.augugliaro@unipa.it>
LicenseGPL (>= 2)
Version2.0.4
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("cglasso")

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cglasso documentation built on April 9, 2021, 9:07 a.m.