dpglasso-package: Package 'dpglasso' solves the primal formulation of the...
In dpglasso: Primal Graphical Lasso
Description
Details
Author(s)
References
Description
This package solves the primal formulation of the Graphical Lasso problem, by solving the duals (box QPs)
of the block problems.
The outer block-wise optimization routine is written in R with the inner QP solver written in
Fortran with a R wrapper around it.
Details
Package: dpglasso
Type: Package
Version: 1.0
There are two functions dpglasso and box_qp_f.
The function dpglasso solves the primal formulation of the Graphical Lasso.
The function box_qp_f solves a box constrained Quadratic program via cyclical coordinate descent.
Author(s)
Rahul Mazumder and Trevor Hastie
Maintainer: Rahul Mazumder <rahul.mazumder@gmail.com>
References
The Graphical Lasso: New Insights and Alternatives by Rahul Mazumder and Trevor Hastie, 2011,
available at http://arxiv.org/abs/1111.5479
Sparse inverse covariance estimation with the lasso, by J. Friedman , T. Hastie and R. Tibshirani; 2007, Biostatistics.
dpglasso documentation built on May 2, 2019, 4 p.m.
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Description Details Author(s) References
Description
This package solves the primal formulation of the Graphical Lasso problem, by solving the duals (box QPs) of the block problems.
The outer block-wise optimization routine is written in R with the inner QP solver written in
Fortran with a R wrapper around it.
Details
| Package: | dpglasso |
| Type: | Package |
| Version: | 1.0 |
There are two functions dpglasso and box_qp_f.
The function dpglasso solves the primal formulation of the Graphical Lasso.
The function box_qp_f solves a box constrained Quadratic program via cyclical coordinate descent.
Author(s)
Rahul Mazumder and Trevor Hastie
Maintainer: Rahul Mazumder <rahul.mazumder@gmail.com>
References
The Graphical Lasso: New Insights and Alternatives by Rahul Mazumder and Trevor Hastie, 2011, available at http://arxiv.org/abs/1111.5479
Sparse inverse covariance estimation with the lasso, by J. Friedman , T. Hastie and R. Tibshirani; 2007, Biostatistics.
R Package Documentation
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We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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