dpglasso: Primal Graphical Lasso

fits the primal graphical lasso, via one-at-a-time block-coordinate descent.

AuthorRahul Mazumder and Trevor Hastie
Date of publication2012-10-24 07:09:18
MaintainerRahul Mazumder <rahul.mazumder@gmail.com>
LicenseGPL-2
Version1.0

View on CRAN

Files in this package

dpglasso
dpglasso/MD5
dpglasso/src
dpglasso/src/box_qp_f.f90
dpglasso/R
dpglasso/R/dpglasso.R dpglasso/R/box_qp_f.R
dpglasso/NAMESPACE
dpglasso/man
dpglasso/man/dpglasso.Rd dpglasso/man/dpglasso-package.Rd dpglasso/man/box_qp_f.Rd
dpglasso/DESCRIPTION

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