sglasso (1.2.4)

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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.

Maintainer: Luigi Augugliaro
Author(s): Luigi Augugliaro

License: GPL (>= 2)

Uses: igraph, Matrix

Released about 1 month ago.

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