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robsel: Robust Selection Algorithm
An implementation of algorithms for estimation of the graphical lasso regularization parameter described in Pedro Cisneros-Velarde, Alexander Petersen and Sang-Yun Oh (2020) <http://proceedings.mlr.press/v108/cisneros20a.html>.
Getting started
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Package details |
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| Author | Chau Tran [aut, cre], Sang-Yun Oh [aut], Pedro Cisneros-Velarde [aut], Alexander Petersen [aut] |
| Maintainer | Chau Tran <chautran@ucsb.edu> |
| License | GPL-2 |
| Version | 0.1.0 |
| Package repository | View on CRAN |
| Installation |
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