sglasso: Lasso Method for RCON(V,E) Models

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: 1.1-1
Depends: Matrix
Published: 2015-04-02
Author: Luigi Augugliaro
Maintainer: Luigi Augugliaro <luigi.augugliaro at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
Materials: ChangeLog
CRAN checks: sglasso results


Reference manual: sglasso.pdf
Package source: sglasso_1.1-1.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X Snow Leopard binaries: r-release: sglasso_1.1-1.tgz, r-oldrel: sglasso_1.1-1.tgz
OS X Mavericks binaries: r-release: sglasso_1.1-1.tgz
Old sources: sglasso archive