cglasso: L1-Penalized Censored Gaussian Graphical Models

The l1-penalized censored Gaussian graphical model is an extension of the graphical lasso estimator developed to handle datasets with censored observations. An EM-like algorithm is implemented to estimate the parameters of the censored Gaussian graphical models.

Package details

AuthorLuigi Augugliaro
MaintainerLuigi Augugliaro <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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cglasso documentation built on Sept. 21, 2018, 6:24 p.m.