sglasso: Lasso method for RCON(V,E) models
RCON(V, E) models (Hojsgaard, 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 Augugliaro 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) algorithm and a cyclic coordinate descent (CCD) algorithm.
||Luigi Augugliaro <luigi.augugliaro at unipa.it>
||GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]