cglasso
swMATH44217CRANcglassoMaRDI QIDQ1349730FDOQ1349730
Conditional Graphical LASSO for Gaussian Graphical Models with Censored and Missing Values
Luigi Augugliaro, Veronica Vinciotti, Ernst C. Wit, Gianluca Sottile
Last update: 12 February 2024
Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0
Software version identifier: 2.0.6, 1.0.0, 1.1.0, 1.1.1, 1.1.2, 2.0.0, 2.0.1, 2.0.2, 2.0.3, 2.0.4, 2.0.5, 2.0.7
Source code repository: https://github.com/cran/cglasso
Conditional graphical lasso estimator is an extension of the graphical lasso proposed to estimate the conditional dependence structure of a set of p response variables given q predictors. This package provides suitable extensions developed to study datasets with censored and/or missing values. Standard conditional graphical lasso is available as a special case. Furthermore, the package provides an integrated set of core routines for visualization, analysis, and simulation of datasets with censored and/or missing values drawn from a Gaussian graphical model. Details about the implemented models can be found in Augugliaro et al. (2023) <doi:10.18637/jss.v105.i01>, Augugliaro et al. (2020b) <doi:10.1007/s11222-020-09945-7>, Augugliaro et al. (2020a) <doi:10.1093/biostatistics/kxy043>, Yin et al. (2001) <doi:10.1214/11-AOAS494> and Stadler et al. (2012) <doi:10.1007/s11222-010-9219-7>.
- cglasso: An R Package for Conditional Graphical Lasso Inference with Censored and Missing Values
- The conditional censored graphical lasso estimator
- $\ell_1$ -Penalized censored Gaussian graphical model
- A sparse conditional Gaussian graphical model for analysis of genetical genomics data
- Missing values: sparse inverse covariance estimation and an extension to sparse regression
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