JGL

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Performs the Joint Graphical Lasso for Sparse Inverse Covariance Estimation on Multiple Classes

Patrick Danaher

Last update: 19 December 2023

Copyright license: MIT license, File License

Software version identifier: 2.3.1, 2.1, 2.2, 2.3.1, 2.3, 2.3.2

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

Description

The Joint Graphical Lasso is a generalized method for estimating Gaussian graphical models/ sparse inverse covariance matrices/ biological networks on multiple classes of data. We solve JGL under two penalty functions: The Fused Graphical Lasso (FGL), which employs a fused penalty to encourage inverse covariance matrices to be similar across classes, and the Group Graphical Lasso (GGL), which encourages similar network structure between classes. FGL is recommended over GGL for most applications. Reference: Danaher P, Wang P, Witten DM. (2013) <doi:10.1111/rssb.12033>.

Cites work

• The Joint Graphical Lasso for Inverse Covariance Estimation Across Multiple Classes

Cited In (2)

• pGMGM
• fgm

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