cglasso: L1-Penalized Censored Gaussian Graphical Models

The l1-penalized censored Gaussian graphical model is an extension of the graphical lasso estimator developed to handle datasets with censored observations. An EM-like algorithm is implemented to estimate the parameters of the censored Gaussian graphical models.

Version: 1.1.0
Depends: R (≥ 3.4), igraph
Imports: methods, MASS
Published: 2018-09-19
Author: Luigi Augugliaro
Maintainer: Luigi Augugliaro <luigi.augugliaro at unipa.it>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
Materials: ChangeLog
CRAN checks: cglasso results

Downloads:

Reference manual: cglasso.pdf
Package source: cglasso_1.1.0.tar.gz
Windows binaries: r-devel: cglasso_1.1.0.zip, r-release: cglasso_1.1.0.zip, r-oldrel: not available
OS X binaries: r-release: not available, r-oldrel: not available
Old sources: cglasso archive

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