r-glasso 1.11
Channel: guix
Home page: https://statweb.stanford.edu/~tibs/glasso/
Licenses: GPL 2
Synopsis: Graphical Lasso: estimation of Gaussian graphical models
Description:
This is a package for 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.
Total results: 2