dpglasso: Primal Graphical Lasso

Share:

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

Author
Rahul Mazumder and Trevor Hastie
Date of publication
2012-10-24 07:09:18
Maintainer
Rahul Mazumder <rahul.mazumder@gmail.com>
License
GPL-2
Version
1.0

View on CRAN

Man pages

box_qp_f
box constrained Quadratic Program (QP)
dpglasso
dpglasso
dpglasso-package
Package 'dpglasso' solves the primal formulation of the...

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