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.

Install the latest version of this package by entering the following in R:
install.packages("hglasso")
AuthorKean Ming Tan
Date of publication2014-08-10 00:32:51
MaintainerKean Ming Tan <keanming@uw.edu>
LicenseGPL (>= 2)
Version1.2

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