Package: sglasso 1.2.6

Luigi Augugliaro

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

sglasso_1.2.6.tar.gz
sglasso_1.2.6.tar.gz(r-4.5-noble)sglasso_1.2.6.tar.gz(r-4.4-noble)
sglasso_1.2.6.tgz(r-4.4-emscripten)sglasso_1.2.6.tgz(r-4.3-emscripten)
sglasso.pdf |sglasso.html✨
sglasso/json (API)

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

Peer review:

Uses libs:
  • openblas– Optimized BLAS
Datasets:

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

1.00 score 10 scripts 201 downloads 1 mentions 22 exports 11 dependencies

Last updated 11 months agofrom:c884bab60d. Checks:OK: 2. Indexed: no.

TargetResultDate
Doc / VignettesOKSep 29 2024
R-4.5-linux-x86_64OKSep 29 2024

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

Dependencies:clicpp11glueigraphlatticelifecyclemagrittrMatrixpkgconfigrlangvctrs