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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
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Package details |
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| Author | Jerome Friedman, Trevor Hastie and Rob Tibshirani |
| Maintainer | Rob Tibshirani <tibs@stat.stanford.edu> |
| License | GPL-2 |
| Version | 1.11 |
| URL | http://www-stat.stanford.edu/~tibs/glasso |
| Package repository | View on CRAN |
| Installation |
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