R-glasso

v 1.11 Updated: 1 year, 9 months ago

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.

https://cran.r-project.org/package=glasso

To install R-glasso, paste this in macOS terminal after installing MacPorts

sudo port install R-glasso

Add to my watchlist

Installations 0
Requested Installations 0