sglasso

swMATH16715CRANsglassoMaRDI QIDQ28584FDOQ28584

Lasso Method for RCON(V,E) Models

Luigi Augugliaro

Last update: 3 December 2023

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

Software version identifier: 1.2.5, 1.0-0, 1.0-1, 1.1-0, 1.1-1, 1.2.1, 1.2.2, 1.2.3, 1.2.4, 1.2, 1.2.6

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

Description

RCON(V, E) models are a kind of restriction of the Gaussian Graphical Models defined by a set of equality constraints on the entries of the concentration matrix. 'sglasso' package implements the structured graphical lasso (sglasso) estimator proposed in Abbruzzo et al. (2014) for the weighted l1-penalized RCON(V, E) model. Two cyclic coordinate algorithms are implemented to compute the sglasso estimator, i.e. a cyclic coordinate minimization (CCM) and a cyclic coordinate descent (CCD) algorithm.

Described by source

• Model selection for factorial Gaussian graphical models with an application to dynamic regulatory networks

Cited In (1)

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