r-glasso 1.11 Graphical Lasso: estimation of Gaussian graphical models
This is a package for 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.
- Website: https://statweb.stanford.edu/~tibs/glasso/
- License: GPL 2
- Package source: cran.scm
- Patches: None
- Builds: x86_64-linux, i686-linux