gconcord: Concord method for Graphical Model Selection

Estimates a sparse inverse covariance matrix from a convex pseudo-likelihood function with L1 penalty

Author
Sang-Yun Oh <sang.oh@stanford.edu> Kshitij Khare <kdkhare@stat.ufl.edu> Bala Rajaratnam <brajarat@stanford.edu>
Date of publication
2014-01-24 23:55:31
Maintainer
Sang-Yun Oh <sang.oh@stanford.edu>
License
GPL (>= 2)
Version
0.41

View on CRAN

Man pages

concord
CONvex CORrelation selection methoD
symlasso
Symmetric Lasso (symlasso)

Files in this package

gconcord
gconcord/src
gconcord/src/Makevars
gconcord/src/concord.h
gconcord/src/symlasso.c
gconcord/src/Makevars.win
gconcord/src/concord.c
gconcord/NAMESPACE
gconcord/R
gconcord/R/concord.R
gconcord/MD5
gconcord/DESCRIPTION
gconcord/man
gconcord/man/concord.Rd
gconcord/man/symlasso.Rd