dpglasso: Primal Graphical Lasso

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

Package details

AuthorRahul Mazumder and Trevor Hastie
MaintainerRahul Mazumder <rahul.mazumder@gmail.com>
LicenseGPL-2
Version1.0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("dpglasso")

Try the dpglasso package in your browser

Any scripts or data that you put into this service are public.

dpglasso documentation built on May 2, 2019, 4 p.m.