glasso

swMATH7432CRANglassoMaRDI QIDQ19462

Graphical Lasso: Estimation of Gaussian Graphical Models

Jerome Friedman

Last update: 1 October 2019

Copyright license: GNU General Public License, version 2.0

Software version identifier: 1.11

Source code repository: https://github.com/cran/glasso

Described by source

• The graphical lasso: new insights and alternatives