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RCON(V, E) models 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.
Package details |
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Author | Luigi Augugliaro |
Maintainer | Luigi Augugliaro <luigi.augugliaro@unipa.it> |
License | GPL (>= 2) |
Version | 1.2.5 |
URL | http://www.unipa.it/persone/docenti/a/luigi.augugliaro |
Package repository | View on CRAN |
Installation |
Install the latest version of this package by entering the following in R:
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