MGallow/Omega: Lasso Penalized Precision Matrix Estimation
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.
Getting started
Browse package contents
Package details |
|
|---|---|
| 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:
|
