Estimates a lasso penalized precision matrix via the blockwise coordinate descent algorithm (BCD) algorithm. This package is an alternative to the 'glasso' package. See Friedman et al (2008) <doi:10.1093/biostatistics/kxm045> for details regarding the estimation method.
Package details |
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Maintainer | |
License | GPL (>= 2) |
Version | 1.0 |
URL | https://github.com/MGallow/GLASSOO |
Package repository | View on GitHub |
Installation |
Install the latest version of this package by entering the following in R:
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