glasso: Graphical Lasso: Estimation of Gaussian Graphical Models

Estimation of a sparse inverse covariance matrix using a lasso (L1) penalty. Facilities are provided for estimates along a path of values for the regularization parameter.

Getting started

Package details

AuthorJerome Friedman, Trevor Hastie and Rob Tibshirani
MaintainerRob Tibshirani <[email protected]>
LicenseGPL-2
Version1.10
URL http://www-stat.stanford.edu/~tibs/glasso
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("glasso")

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glasso documentation built on July 16, 2018, 9:03 a.m.