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) <>.

Package details

AuthorChau Tran [aut, cre], Sang-Yun Oh [aut], Pedro Cisneros-Velarde [aut], Alexander Petersen [aut]
MaintainerChau Tran <>
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

Try the robsel package in your browser

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

robsel documentation built on May 25, 2021, 5:08 p.m.