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glasso  

Graphical Lasso: Estimation of Gaussian Graphical Models
View on CRAN: Click here


Download and install glasso package within the R console
Install from CRAN:
install.packages("glasso")

Install from Github:
library("remotes")
install_github("cran/glasso")

Install by package version:
library("remotes")
install_version("glasso", "1.11")



Attach the package and use:
library("glasso")
Maintained by
Rob Tibshirani
[Scholar Profile | Author Map]
First Published: 2007-11-26
Latest Update: 2019-10-01
Description:
Estimation of a sparse inverse covariance matrix using a lasso (L1) penalty. Facilities are provided for estimates along a path of values for the regularization parameter.
How to cite:
Rob Tibshirani (2007). glasso: Graphical Lasso: Estimation of Gaussian Graphical Models. R package version 1.11, https://cran.r-project.org/web/packages/glasso. Accessed 13 Apr. 2025.
Previous versions and publish date:
1.0 (2007-11-26 20:50), 1.2 (2008-06-19 08:52), 1.3 (2009-01-08 18:00), 1.4 (2009-02-05 19:21), 1.5 (2011-08-15 11:07), 1.6 (2011-08-15 21:31), 1.7 (2011-09-14 08:21), 1.8 (2014-07-22 10:29), 1.10 (2018-07-13 06:40)
Other packages that cited glasso R package
View glasso citation profile
Other R packages that glasso depends, imports, suggests or enhances
Complete documentation for glasso
Functions, R codes and Examples using the glasso R package
Some associated functions: glasso . glassopath . 
Some associated R codes: glasso.R . glassopath.R .  Full glasso package functions and examples
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