r-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.
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Summary
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.
Last Updated
Dec 4, 2019 at 21:34
License
GPL-2
Total Downloads
3
Version Downloads
3
Supported Platforms
linux-64
win-64
macOS-64