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pdglasso

Graphical Lasso for Coloured Gaussian Graphical Models for Paired Data

Implements methods for coloured Gaussian graphical models with equality "R"estrictions on "CON"centration values (RCON models; Højsgaard and Lauritzen (2008) <doi:10.1111/j.1467-9868.2008.00666.x>) for paired data (pdRCON models). Provides an Alternating Direction Method of Multipliers (ADMM) algorithm for solving the penalized likelihood problem introduced by Ranciati and Roverato (2024) <doi:10.1007/s11222-024-10513-6>. Provides functions for computing maximum likelihood estimates and generating simulated pdRCON models and datasets.

Versions across snapshots

VersionRepositoryFileSize
2.0.1 rolling linux/jammy R-4.5 pdglasso_2.0.1.tar.gz 361.5 KiB
2.0.1 rolling linux/noble R-4.5 pdglasso_2.0.1.tar.gz 364.7 KiB
2.0.1 rolling source/ R- pdglasso_2.0.1.tar.gz 184.4 KiB
2.0.1 latest linux/jammy R-4.5 pdglasso_2.0.1.tar.gz 361.5 KiB
2.0.1 latest linux/noble R-4.5 pdglasso_2.0.1.tar.gz 364.7 KiB
2.0.1 latest source/ R- pdglasso_2.0.1.tar.gz 184.4 KiB
2.0.1 2026-04-23 source/ R- pdglasso_2.0.1.tar.gz 0 B

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