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glasso: Graphical Lasso: Estimation of Gaussian Graphical Models

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
DOI: 10.32614/CRAN.package.glasso
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

Documentation:

Reference manual: glasso.pdf

Downloads:

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 (arm64): glasso_1.11.tgz, r-oldrel (arm64): glasso_1.11.tgz, r-release (x86_64): glasso_1.11.tgz, r-oldrel (x86_64): glasso_1.11.tgz
Old sources: glasso archive

Reverse dependencies:

Reverse depends: abundant, hglasso, INDEED, MRCE, regmed, scLink, sparseBC
Reverse imports: BSL, cicero, countprop, CVglasso, detectR, ecoCopula, EGAnet, EMgaussian, graphicalVAR, heteromixgm, iDINGO, jointMeanCov, LDABiplots, leakyIV, lglasso, LUCIDus, lvnet, MatrixLDA, missoNet, mombf, NetDA, netgwas, nethet, nutriNetwork, pgraph, psychonetrics, qgraph, robsel, robustcov, scout, sdafilter, SEMgraph, sGMRFmix, shock, SILGGM, sparseMatEst, SparseTSCGM, TransGraph, TransTGGM
Reverse suggests: bootnet, GGMselect, glassoFast, sAIC, textplot

Linking:

Please use the canonical form https://CRAN.R-project.org/package=glasso to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.