glassoFast: Fast Graphical LASSO

A fast and improved implementation of the graphical LASSO.

Package details

AuthorMatyas A Sustik [aut, cph], Ben Calderhead [aut, cph], Julien Clavel [com, ctb]
MaintainerJulien Clavel <julien.clavel@hotmail.fr>
LicenseGPL (>= 3)
Version1.0.1
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("glassoFast")

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glassoFast documentation built on Aug. 21, 2023, 5:09 p.m.