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Performs the Joint Graphical Lasso for Sparse Inverse Covariance Estimation on Multiple Classes
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2.3.1
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publication date: 30 November 2018
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2.1
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publication date: 27 July 2012
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2.2
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publication date: 17 August 2012
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2.3.1
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publication date: 1 December 2018
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2.3
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publication date: 16 April 2013
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2.3.2
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publication date: 19 December 2023
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Property / maintained by: Patrick Danaher / rank
 
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19 December 2023
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The Joint Graphical Lasso is a generalized method for estimating Gaussian graphical models/ sparse inverse covariance matrices/ biological networks on multiple classes of data. We solve JGL under two penalty functions: The Fused Graphical Lasso (FGL), which employs a fused penalty to encourage inverse covariance matrices to be similar across classes, and the Group Graphical Lasso (GGL), which encourages similar network structure between classes. FGL is recommended over GGL for most applications. Reference: Danaher P, Wang P, Witten DM. (2013) <doi:10.1111/rssb.12033>.
Property / description: The Joint Graphical Lasso is a generalized method for estimating Gaussian graphical models/ sparse inverse covariance matrices/ biological networks on multiple classes of data. We solve JGL under two penalty functions: The Fused Graphical Lasso (FGL), which employs a fused penalty to encourage inverse covariance matrices to be similar across classes, and the Group Graphical Lasso (GGL), which encourages similar network structure between classes. FGL is recommended over GGL for most applications. Reference: Danaher P, Wang P, Witten DM. (2013) <doi:10.1111/rssb.12033>. / rank
 
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Property / author: Patrick Danaher / rank
 
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Property / copyright license: MIT license / rank
 
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Property / copyright license: File License / rank
 
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Property / cites work: The Joint Graphical Lasso for Inverse Covariance Estimation Across Multiple Classes / rank
 
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Property / source code repository: https://github.com/cran/JGL / rank
 
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Property / Software Heritage ID: swh:1:snp:2878299e28e315f5f151b003d8e7d8bcbe38afe7 / rank
 
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Property / Software Heritage ID: swh:1:snp:2878299e28e315f5f151b003d8e7d8bcbe38afe7 / qualifier
 
point in time: 20 January 2024
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Latest revision as of 21:41, 21 March 2024

Performs the Joint Graphical Lasso for Sparse Inverse Covariance Estimation on Multiple Classes
Language Label Description Also known as
English
JGL
Performs the Joint Graphical Lasso for Sparse Inverse Covariance Estimation on Multiple Classes

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    2.3.1
    30 November 2018
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    2.1
    27 July 2012
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    2.2
    17 August 2012
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    2.3.1
    1 December 2018
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    2.3
    16 April 2013
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    2.3.2
    19 December 2023
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    19 December 2023
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    The Joint Graphical Lasso is a generalized method for estimating Gaussian graphical models/ sparse inverse covariance matrices/ biological networks on multiple classes of data. We solve JGL under two penalty functions: The Fused Graphical Lasso (FGL), which employs a fused penalty to encourage inverse covariance matrices to be similar across classes, and the Group Graphical Lasso (GGL), which encourages similar network structure between classes. FGL is recommended over GGL for most applications. Reference: Danaher P, Wang P, Witten DM. (2013) <doi:10.1111/rssb.12033>.
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