sglasso
Lasso Method for RCON(V,E) Models
RCON(V, E) models 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.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.2.6 |
rolling linux/jammy R-4.5 | sglasso_1.2.6.tar.gz |
129.4 KiB |
1.2.6 |
rolling linux/noble R-4.5 | sglasso_1.2.6.tar.gz |
129.8 KiB |
1.2.6 |
rolling source/ R- | sglasso_1.2.6.tar.gz |
30.4 KiB |
1.2.6 |
latest linux/jammy R-4.5 | sglasso_1.2.6.tar.gz |
129.4 KiB |
1.2.6 |
latest linux/noble R-4.5 | sglasso_1.2.6.tar.gz |
129.8 KiB |
1.2.6 |
latest source/ R- | sglasso_1.2.6.tar.gz |
30.4 KiB |
1.2.6 |
2026-04-26 source/ R- | sglasso_1.2.6.tar.gz |
30.4 KiB |
1.2.6 |
2026-04-23 source/ R- | sglasso_1.2.6.tar.gz |
30.4 KiB |
1.2.6 |
2026-04-09 windows/windows R-4.5 | sglasso_1.2.6.zip |
136.9 KiB |
1.2.6 |
2025-04-20 source/ R- | sglasso_1.2.6.tar.gz |
30.4 KiB |