psobczyk/gslope: Gaussian graphical model estimation using sorted l1 penalty

Performing estimation of Gaussian graphical model. Convex optimization based on ADMM

Getting started

Package details

AuthorPiotr Sobczyk, Malgorzata Bogdan
MaintainerPiotr Sobczyk <[email protected]>
LicenseGPL-3
Version0.2.0
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("psobczyk/gslope")
psobczyk/gslope documentation built on May 18, 2019, 4:52 p.m.