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

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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.

Author
Luigi Augugliaro
Date of publication
2015-12-03 13:28:30
Maintainer
Luigi Augugliaro <luigi.augugliaro@unipa.it>
License
GPL (>= 2)
Version
1.2.2
URLs

View on CRAN

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

Files in this package

sglasso
sglasso/inst
sglasso/inst/CITATION
sglasso/src
sglasso/src/Makevars
sglasso/src/sglasso_ccd_single.f90
sglasso/src/tools.f90
sglasso/src/sglasso_ccd_path.f90
sglasso/src/gdf_fun.f90
sglasso/src/sglasso_ccm_path.f90
sglasso/src/sglasso_ccm_single.f90
sglasso/NAMESPACE
sglasso/data
sglasso/data/neisseria.RData
sglasso/R
sglasso/R/zero.R
sglasso/R/gplot.fglasso.R
sglasso/R/Kh.R
sglasso/R/print.klcv.R
sglasso/R/gplot.sglasso.R
sglasso/R/print.sglasso.R
sglasso/R/summary.sglasso.R
sglasso/R/loglik.R
sglasso/R/setDiff.R
sglasso/R/fglasso.R
sglasso/R/sglasso.R
sglasso/R/klcv.R
sglasso/R/make_action.R
sglasso/R/fglasso_model2mask.R
sglasso/R/plot.klcv.R
sglasso/R/sglasso.fit.R
sglasso/R/gplot.R
sglasso/R/mask2Tv.R
sglasso/R/mask2Te.R
sglasso/R/plot.sglasso.R
sglasso/R/theta2Kh.R
sglasso/R/make_sglasso.R
sglasso/MD5
sglasso/DESCRIPTION
sglasso/ChangeLog
sglasso/man
sglasso/man/neisseria.Rd
sglasso/man/plot.klcv.Rd
sglasso/man/sglasso-internal.Rd
sglasso/man/gplot.Rd
sglasso/man/fglasso.Rd
sglasso/man/gplot.sglasso.Rd
sglasso/man/sglasso.Rd
sglasso/man/summary.sglasso.Rd
sglasso/man/gplot.fglasso.Rd
sglasso/man/klcv.Rd
sglasso/man/loglik.Rd
sglasso/man/Kh.Rd
sglasso/man/plot.sglasso.Rd
sglasso/man/sglasso-package.Rd