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sglasso  

Lasso Method for RCON(V,E) Models
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("sglasso", "1.2.6")



Attach the package and use:
library("sglasso")
Maintained by
Luigi Augugliaro
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2014-04-23
Latest Update: 2023-12-03
Description:
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.
How to cite:
Luigi Augugliaro (2014). sglasso: Lasso Method for RCON(V,E) Models. R package version 1.2.6, https://cran.r-project.org/web/packages/sglasso. Accessed 06 Mar. 2026.
Previous versions and publish date:
1.0-0 (2014-04-23 19:51), 1.0-1 (2014-06-17 09:29), 1.1-0 (2014-09-22 17:31), 1.1-1 (2015-04-02 17:52), 1.2.1 (2015-06-04 11:45), 1.2.2 (2015-12-03 13:28), 1.2.3 (2018-05-26 15:24), 1.2.4 (2019-12-05 10:10), 1.2.5 (2022-09-22 18:40), 1.2 (2015-05-04 23:28)
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Complete documentation for sglasso
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