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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 |
| 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 (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 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 |
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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.