Package: sglasso 1.2.6

sglasso: Lasso Method for RCON(V,E) Models

RCON(V, E) models are a kind of restriction of the Gaussian Graphical Models defined by a set of equality constraints on the entries of the concentration matrix. 'sglasso' package implements the structured graphical lasso (sglasso) estimator proposed in Abbruzzo et al. (2014) for the weighted l1-penalized RCON(V, E) model. Two cyclic coordinate algorithms are implemented to compute the sglasso estimator, i.e. a cyclic coordinate minimization (CCM) and a cyclic coordinate descent (CCD) algorithm.

Authors:Luigi Augugliaro

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sglasso.pdf |sglasso.html✨
sglasso/json (API)

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22 exports 0.49 score 11 dependencies 1 mentions 10 scripts 202 downloads

Last updated 10 months agofrom:c884bab60d. Checks:OK: 9. Indexed: yes.

Exports:fglassofglasso_model2maskgplotgplot.fglassogplot.sglassoKhklcvloglikmake_actionmake_sglassomask2Temask2Tvplot.klcvplot.sglassoprint.klcvprint.sglassosetDiffsglassosglasso.fitsummary.sglassotheta2Khzero

Dependencies:clicpp11glueigraphlatticelifecyclemagrittrMatrixpkgconfigrlangvctrs