Estimation of a sparse inverse covariance matrix using a lasso (L1) penalty. Facilities are provided for estimates along a path of values for the regularization parameter.
| Version: | 1.11 |
| Published: | 2019-10-01 |
| Author: | Jerome Friedman, Trevor Hastie and Rob Tibshirani |
| Maintainer: | Rob Tibshirani <tibs at stat.stanford.edu> |
| License: | GPL-2 |
| URL: | http://www-stat.stanford.edu/~tibs/glasso |
| NeedsCompilation: | yes |
| In views: | Psychometrics |
| CRAN checks: | glasso results |
| Reference manual: | glasso.pdf |
| Package source: | glasso_1.11.tar.gz |
| Windows binaries: | r-devel: glasso_1.11.zip, r-release: glasso_1.11.zip, r-oldrel: glasso_1.11.zip |
| macOS binaries: | r-release: glasso_1.11.tgz, r-oldrel: glasso_1.11.tgz |
| Old sources: | glasso archive |
| Reverse depends: | epistasis, hglasso, INDEED, lassoscore, MInt, regmed, rrlda, SelvarMix, sparseBC, Tsphere |
| Reverse imports: | bootnet, BSL, cicero, CVglasso, EGAnet, fsMTS, graphicalVAR, iDINGO, jointMeanCov, LUCIDus, lvnet, MatrixLDA, netgwas, nethet, NHMSAR, nutriNetwork, pgraph, psychonetrics, qgraph, scout, sdafilter, sGMRFmix, shock, SILGGM, sparseMatEst |
| Reverse suggests: | GGMselect, glassoFast, sAIC, SCPME, textplot |
Please use the canonical form https://CRAN.R-project.org/package=glasso to link to this page.