glassoFast

swMATH44218CRANglassoFastMaRDI QIDQ1349727

Fast Graphical LASSO

Ben Calderhead, Matyas A Sustik

Last update: 21 August 2023

Copyright license: GNU General Public License

Software version identifier: 1.0, 1.0.1

Source code repository: https://github.com/cran/glassoFast

Description

A fast and improved implementation of the graphical LASSO.