hglasso: Learning Graphical Models with Hubs

Implements the hub graphical lasso and hub covariance graph proposal by Tan, KM., London, P., Mohan, K., Lee, S-I., Fazel, M., and Witten, D. (2014). Learning graphical models with hubs. Journal of Machine Learning Research 15(Oct):3297-3331.

Package details

AuthorKean Ming Tan
MaintainerKean Ming Tan <keanming@umich.edu>
LicenseGPL (>= 2)
Version1.3
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("hglasso")

Try the hglasso package in your browser

Any scripts or data that you put into this service are public.

hglasso documentation built on May 13, 2022, 9:06 a.m.