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 <>
LicenseGPL (>= 3)
Package repositoryView on CRAN
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glassoFast documentation built on May 2, 2019, 3:41 p.m.