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
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

Downloads:

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: glasso_1.11.tgz, r-oldrel: glasso_1.11.tgz
Old sources: glasso archive

Reverse dependencies:

Reverse depends: epistasis, hglasso, INDEED, lassoscore, MInt, regmed, rrlda, scLink, SelvarMix, sparseBC, Tsphere
Reverse imports: bootnet, BSL, cicero, CVglasso, EGAnet, fsMTS, graphicalVAR, iDINGO, jointMeanCov, LUCIDus, lvnet, MatrixLDA, netgwas, nethet, NHMSAR, nutriNetwork, pgraph, POMA, psychonetrics, qgraph, scout, sdafilter, sGMRFmix, shock, SILGGM, sparseMatEst
Reverse suggests: GGMselect, glassoFast, sAIC, SCPME, textplot

Linking:

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