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

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.