glasso (1.10)

Graphical Lasso: Estimation of Gaussian Graphical Models.

http://www-stat.stanford.edu/~tibs/glasso
http://cran.r-project.org/web/packages/glasso

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.

Maintainer: Rob Tibshirani
Author(s): Jerome Friedman, Trevor Hastie and Rob Tibshirani

License: GPL-2

Uses: Does not use any package
Reverse depends: epistasis, glassomix, huge, MInt, MRCE, netgsa, Rnets, rrlda, rsggm, scout, SelvarMix, spaceExt, sparseBC, SparseTSCGM, tensorsparse, Tsphere
Reverse suggests: CorShrink, GGMselect, glassoFast, graphComp, sAIC, SCPME

Released over 1 year ago.