GiulioCostantini/JGL2: JGL2: Joint Graphical Lasso, select the lambda parameters using AIC or crossvalidation
This package selects the lambda parameters for the Joint grapical lasso with different methods, based on AIC or on k-fold crossvalidation
Getting started
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Package details |
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| Author | Giulio Costantini [aut, cre] |
| Maintainer | Giulio Costantini <giulio.costantini@unimib.it> |
| License | GPL (>=2) |
| Version | 0.1 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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