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.

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Package details

AuthorJerome Friedman, Trevor Hastie and Rob Tibshirani
MaintainerRob Tibshirani <>
Package repositoryView on CRAN
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glasso documentation built on Oct. 2, 2019, 1:09 a.m.