GiulioCostantini/JGL2: JGL2: Joint Graphical Lasso, select the lambda parameters using AIC or crossvalidation
Version 0.1

This package selects the lambda parameters for the Joint grapical lasso with different methods, based on AIC or on k-fold crossvalidation

Getting started

Package details

AuthorGiulio Costantini [aut, cre]
MaintainerGiulio Costantini <[email protected]>
LicenseGPL (>=2)
Version0.1
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("devtools")
library(devtools)
install_github("GiulioCostantini/JGL2")
GiulioCostantini/JGL2 documentation built on May 8, 2017, 12:53 p.m.