sglasso: Lasso Method for RCON(V,E) Models
Version 1.2.2

RCON(V, E) models (Hjsgaard, et al., 2008) are a kind of restriction of the Gaussian Graphical Models defined by a set of equality constraints on the entries of the concentration matrix. 'sglasso' package implements the structured graphical lasso (sglasso) estimator proposed in Abbruzzo et al. (2014) for the weighted l1-penalized RCON(V, E) model. Two cyclic coordinate algorithms are implemented to compute the sglasso estimator, i.e. a cyclic coordinate minimization (CCM) and a cyclic coordinate descent (CCD) algorithm.

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AuthorLuigi Augugliaro
Date of publication2015-12-03 13:28:30
MaintainerLuigi Augugliaro <luigi.augugliaro@unipa.it>
LicenseGPL (>= 2)
Version1.2.2
URL http://www.unipa.it/persone/docenti/a/luigi.augugliaro
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("sglasso")

Man pages

fglasso: L1-penalized Factorial Graphical Lasso Model
gplot: Plotting Sparse Graph
gplot.fglasso: Plotting Sparse Factorial Dynamic Gaussian Graphical Model
gplot.sglasso: Plotting Sparse Graphs
Kh: Extract Sparse Structured Precision Matrices
klcv: Cross-Validated Kullback-Leibler Divergence
loglik: Extract Log-Likelihood
neisseria: Neisseria Data Set
plot.klcv: Plot Method for Leave-One-Out Cross-Validated...
plot.sglasso: Plot Method for the Weighted l1-Penalized RCON(V, E) Model
sglasso: Lasso Method for the RCON(V, E) Models
sglasso-internal: Internal sglasso functions
sglasso-package: Lasso Method for RCON(V, E) Models
summary.sglasso: Summarizing sglasso Fits

Functions

Kh Man page Source code
fglasso Man page Source code
fglasso_model2mask Man page Source code
gplot Man page Source code
gplot.fglasso Man page Source code
gplot.sglasso Man page Source code
klcv Man page Source code
loglik Man page Source code
make_action Man page Source code
make_sglasso Man page Source code
mask2Te Man page Source code
mask2Tv Man page Source code
neisseria Man page
plot.klcv Man page Source code
plot.sglasso Man page Source code
print.klcv Man page Source code
print.sglasso Man page Source code
setDiff Man page Source code
sglasso Man page Source code
sglasso-package Man page
sglasso.fit Man page Source code
summary.sglasso Man page Source code
theta2Kh Man page Source code
zero Man page Source code

Files

inst
inst/CITATION
src
src/Makevars
src/sglasso_ccd_single.f90
src/tools.f90
src/sglasso_ccd_path.f90
src/gdf_fun.f90
src/sglasso_ccm_path.f90
src/sglasso_ccm_single.f90
NAMESPACE
data
data/neisseria.RData
R
R/zero.R
R/gplot.fglasso.R
R/Kh.R
R/print.klcv.R
R/gplot.sglasso.R
R/print.sglasso.R
R/summary.sglasso.R
R/loglik.R
R/setDiff.R
R/fglasso.R
R/sglasso.R
R/klcv.R
R/make_action.R
R/fglasso_model2mask.R
R/plot.klcv.R
R/sglasso.fit.R
R/gplot.R
R/mask2Tv.R
R/mask2Te.R
R/plot.sglasso.R
R/theta2Kh.R
R/make_sglasso.R
MD5
DESCRIPTION
ChangeLog
man
man/neisseria.Rd
man/plot.klcv.Rd
man/sglasso-internal.Rd
man/gplot.Rd
man/fglasso.Rd
man/gplot.sglasso.Rd
man/sglasso.Rd
man/summary.sglasso.Rd
man/gplot.fglasso.Rd
man/klcv.Rd
man/loglik.Rd
man/Kh.Rd
man/plot.sglasso.Rd
man/sglasso-package.Rd
sglasso documentation built on May 20, 2017, 2:14 a.m.