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pdglasso  

Graphical Lasso for Coloured Gaussian Graphical Models for Paired Data
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("pdglasso", "2.0.1")



Attach the package and use:
library("pdglasso")
Maintained by
Anna Vesely
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2026-09-08
Latest Update: 2026-09-08
Description:
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.
How to cite:
Anna Vesely (2026). pdglasso: Graphical Lasso for Coloured Gaussian Graphical Models for Paired Data. R package version 2.0.1, https://cran.r-project.org/web/packages/pdglasso. Accessed 24 Oct. 2026.
Previous versions and publish date:
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Complete documentation for pdglasso
Functions, R codes and Examples using the pdglasso R package
Full pdglasso package functions and examples
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