hglasso: Learning graphical models with hubs

Implements the hub graphical lasso and hub covariance graph proposal by Tan, KM., London, P., Mohan, K., Lee, S-I., Fazel, M., and Witten, D. (2014). Learning graphical models with hubs. arXiv.org/pdf/1402.7349.pdf.

Version: 1.1
Depends: glasso, mvtnorm, igraph
Imports: fields
Published: 2014-05-05
Author: Kean Ming Tan
Maintainer: Kean Ming Tan <keanming at uw.edu>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
CRAN checks: hglasso results

Downloads:

Reference manual: hglasso.pdf
Package source: hglasso_1.1.tar.gz
Windows binaries: r-devel: hglasso_1.1.zip, r-release: hglasso_1.1.zip, r-oldrel: hglasso_1.1.zip
OS X Snow Leopard binaries: r-release: hglasso_1.1.tgz, r-oldrel: hglasso_1.1.tgz
OS X Mavericks binaries: r-release: hglasso_1.1.tgz
Old sources: hglasso archive