hglasso: Learning graphical models with hubs
Implements the hub graphical lasso and hub covariance graph proposal by Tan, KM., London, P., Mohan, K., Lee, S-I., Fazel, M., and Witten, D. (2014). Learning graphical models with hubs. To appear in Journal of Machine Learning Research. arXiv.org/pdf/1402.7349.pdf.
| Version: |
1.2 |
| Depends: |
glasso, mvtnorm, igraph |
| Imports: |
fields |
| Published: |
2014-08-10 |
| Author: |
Kean Ming Tan |
| Maintainer: |
Kean Ming Tan <keanming at uw.edu> |
| License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: |
no |
| CRAN checks: |
hglasso results |
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