Multiscale Graphical Lasso

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Documentation for package ‘mglasso’ version 0.1.2

• DESCRIPTION file.
• User guides, package vignettes and other documentation.
• Package NEWS.

Help Pages

adj_mat	Adjacency matrix
beta_ols	Initialize regression matrix
beta_to_vector	Transform a matrix of regression coefficients to vector removing the diagonal
conesta	CONESTA solver.
cost	'Mglasso' cost function
dist_beta	Compute distance matrix between regression vectors
fun_lines	weighted sum/difference of two regression vectors
image_sparse	Plot the image of a matrix
install_pylearn_parsimony	Install the python library pylearn-parsimony and other required libraries
merge_clusters	compute clusters partition from pairs of variables to merge
mglasso	Inference of Multiscale Gaussian Graphical Model.
plot_clusterpath	Plot MGLasso Clusterpath
plot_mglasso	Plot 'mglasso' function output.
precision_to_regression	Compute precision matrix from regression vectors
symmetrize	Apply symmetrization on estimated graph