r-glasso

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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.

Copied fromcf-post-staging / r-glasso

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Installation

To install this package, run one of the following:

Conda

$conda install conda-forge::r-glasso

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About

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

Oct 1, 2019 at 19:51

License

GPL-2.0-or-later

Supported Platforms

macOS-64

win-64

macOS-arm64

linux-64

linux-aarch64

Home

http://www-stat.stanford.edu/~tibs/glasso