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 |
| DOI: | 10.32614/CRAN.package.hglasso |
| 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 [issues need fixing before 2025-10-31] |
| Reference manual: | hglasso.html , hglasso.pdf |
| 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, r-oldrel (x86_64): hglasso_1.3.tgz |
| Old sources: | hglasso archive |
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