RCON(V, E) models (Højsgaard, et al., 2008) 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.

Version: | 1.2.2 |

Depends: | Matrix, igraph |

Imports: | methods, graphics, grDevices |

Published: | 2015-12-03 |

Author: | Luigi Augugliaro |

Maintainer: | Luigi Augugliaro <luigi.augugliaro at unipa.it> |

BugReports: | NA |

License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |

URL: | http://www.unipa.it/persone/docenti/a/luigi.augugliaro |

NeedsCompilation: | yes |

Citation: | sglasso citation info |

Materials: | ChangeLog |

CRAN checks: | sglasso results |

Reference manual: | sglasso.pdf |

Package source: | sglasso_1.2.2.tar.gz |

Windows binaries: | r-devel: sglasso_1.2.2.zip, r-release: sglasso_1.2.2.zip, r-oldrel: sglasso_1.2.2.zip |

OS X Mavericks binaries: | r-release: sglasso_1.2.2.tgz, r-oldrel: sglasso_1.2.2.tgz |

Old sources: | sglasso archive |