CVglasso

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Lasso Penalized Precision Matrix Estimation

Matt Galloway

Last update: 4 June 2018

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 1.0

Official website: https://cran.r-project.org/web/packages/CVglasso/index.html

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

Cites work

• Sparse inverse covariance estimation with the graphical lasso

Cited In (4)

• Contraction of a quasi-Bayesian model with shrinkage priors in precision matrix estimation
• GGMncv
• GGRidge
• comparison

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