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>
Package repositoryView on CRAN
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dpglasso documentation built on May 2, 2019, 4 p.m.