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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. Journal of Machine Learning Research 15(Oct):3297-3331.
Version: | 1.3 |
Depends: | glasso, mvtnorm, igraph |
Imports: | fields |
Published: | 2022-05-13 |
DOI: | 10.32614/CRAN.package.hglasso |
Author: | Kean Ming Tan |
Maintainer: | Kean Ming Tan <keanming at umich.edu> |
License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
NeedsCompilation: | no |
CRAN checks: | hglasso results |
Reference manual: | hglasso.pdf |
Package source: | hglasso_1.3.tar.gz |
Windows binaries: | r-devel: hglasso_1.3.zip, r-release: hglasso_1.3.zip, r-oldrel: hglasso_1.3.zip |
macOS binaries: | r-release (arm64): hglasso_1.3.tgz, r-oldrel (arm64): hglasso_1.3.tgz, r-release (x86_64): hglasso_1.3.tgz, r-oldrel (x86_64): hglasso_1.3.tgz |
Old sources: | hglasso archive |
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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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