pdglasso

MaRDI QIDQ7371513CRANFDO

Authors Saverio Ranciati, Alberto Roverato, Anna Vesely, Peter Majcen

Last update 8 September 2026

Copyright license GNU General Public License

Software version identifier 2.0.1

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.

Cites work

• Graphical Gaussian Models With Edge and Vertex Symmetries
• On the application of Gaussian graphical models to paired data problems

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