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.
|Author||Kean Ming Tan|
|Maintainer||Kean Ming Tan <[email protected]>|
|License||GPL (>= 2)|
|Package repository||View on CRAN|
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