hglasso: Learning Graphical Models with Hubs

Implements the hub graphical lasso and hub covariance graph proposal by Tan, KM., London, P., Mohan, K., Lee, S-I., Fazel, M., and Witten, D. (2014). Learning graphical models with hubs. Journal of Machine Learning Research 15(Oct):3297-3331.

Version: 1.3
Depends: glasso, mvtnorm, igraph
Imports: fields
Published: 2022-05-13
Author: Kean Ming Tan
Maintainer: Kean Ming Tan <keanming at umich.edu>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
CRAN checks: hglasso results

Documentation:

Reference manual: hglasso.pdf

Downloads:

Package source: hglasso_1.3.tar.gz
Windows binaries: r-devel: hglasso_1.3.zip, r-release: hglasso_1.3.zip, r-oldrel: hglasso_1.3.zip
macOS binaries: r-release (arm64): hglasso_1.3.tgz, r-oldrel (arm64): hglasso_1.3.tgz, r-release (x86_64): hglasso_1.3.tgz
Old sources: hglasso archive

Reverse dependencies:

Reverse imports: DWLasso

Linking:

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