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. To appear in Journal of Machine Learning Research. arXiv.org/pdf/1402.7349.pdf.

Package details

AuthorKean Ming Tan
MaintainerKean Ming Tan <keanming@uw.edu>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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hglasso documentation built on May 2, 2019, 9:34 a.m.