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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 l1penalized 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 


Author  Luigi Augugliaro 
Maintainer  Luigi Augugliaro <luigi.augugliaro@unipa.it> 
License  GPL (>= 2) 
Version  1.2.4 
URL  http://www.unipa.it/persone/docenti/a/luigi.augugliaro 
Package repository  View on CRAN 
Installation 
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