Package: glasso 1.11

Rob Tibshirani

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.

Authors:Jerome Friedman, Trevor Hastie and Rob Tibshirani

glasso_1.11.tar.gz
glasso_1.11.tar.gz(r-4.5-noble)glasso_1.11.tar.gz(r-4.4-noble)
glasso_1.11.tgz(r-4.4-emscripten)glasso_1.11.tgz(r-4.3-emscripten)
glasso.pdf |glasso.html
glasso/json (API)

# Install 'glasso' in R:
install.packages('glasso', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Uses libs:
  • fortran– Runtime library for GNU Fortran applications

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

7.77 score 2 stars 106 packages 486 scripts 19k downloads 39 mentions 2 exports 0 dependencies

Last updated 5 years agofrom:6634337157. Checks:OK: 2. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 18 2024
R-4.5-linux-x86_64OKNov 18 2024

Exports:glassoglassopath

Dependencies: