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 from cf-post-staging / r-glasso| Label | Latest Version |
|---|---|
| main | 1.11 |
| cf201901 | 1.8 |
| cf202003 | 1.11 |
| gcc7 | 1.8 |
