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.


Reference manual

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install.packages("sglasso")

1.2.6 by Luigi Augugliaro, 3 years ago


http://www.unipa.it/persone/docenti/a/luigi.augugliaro


Browse source code at https://github.com/cran/sglasso


Authors: Luigi Augugliaro


Documentation:   PDF Manual  


GPL (>= 2) license


Imports methods, graphics, grDevices

Depends on Matrix, igraph


See at CRAN