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.

Version: 1.11
Published: 2019-10-01
Author: Jerome Friedman, Trevor Hastie and Rob Tibshirani
Maintainer: Rob Tibshirani <tibs at stat.stanford.edu>
License: GPL-2
URL: http://www-stat.stanford.edu/~tibs/glasso
NeedsCompilation: yes
In views: Psychometrics
CRAN checks: glasso results

Documentation:

Reference manual: glasso.pdf

Downloads:

Package source: glasso_1.11.tar.gz
Windows binaries: r-devel: glasso_1.11.zip, r-release: glasso_1.11.zip, r-oldrel: glasso_1.11.zip
macOS binaries: r-release (arm64): glasso_1.11.tgz, r-oldrel (arm64): glasso_1.11.tgz, r-release (x86_64): glasso_1.11.tgz
Old sources: glasso archive

Reverse dependencies:

Reverse depends: abundant, hglasso, INDEED, MRCE, regmed, scLink, sparseBC
Reverse imports: BSL, cicero, countprop, CVglasso, detectR, ecoCopula, EGAnet, EMgaussian, graphicalVAR, heteromixgm, iDINGO, jointMeanCov, LDABiplots, lglasso, LUCIDus, lvnet, MatrixLDA, missoNet, mombf, NetDA, netgwas, nethet, NHMSAR, nutriNetwork, pgraph, POMA, psychonetrics, qgraph, robsel, robustcov, scout, sdafilter, SEMgraph, sGMRFmix, shock, SILGGM, sparseMatEst, SparseTSCGM, TransGraph, TransTGGM
Reverse suggests: bootnet, GGMselect, glassoFast, sAIC, textplot

Linking:

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