dpglasso: Primal Graphical Lasso
Version 1.0

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

Package details

AuthorRahul Mazumder and Trevor Hastie
Date of publication2012-10-24 07:09:18
MaintainerRahul Mazumder <[email protected]>
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")

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dpglasso documentation built on May 30, 2017, 8:12 a.m.