dddlab/robust-selection: Robust Selection Algorithm

An implementation of algorithms for estimation of the graphical lasso regularization parameter described in Pedro Cisneros-Velarde, Alexander Petersen and Sang-Yun Oh (2020) <http://proceedings.mlr.press/v108/cisneros20a.html>.

Getting started

Package details

Maintainer
LicenseGPL-2
Version0.1.0
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("dddlab/robust-selection")
dddlab/robust-selection documentation built on Dec. 19, 2021, 10:03 p.m.