| sglasso-package {sglasso} | R Documentation |
Lasso Method for RCON(V, E) Models
Description
RCON(V, E) models (Hojsgaard, et al., 2008) 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.
Details
| Package: | sglasso |
| Type: | Package |
| Version: | 1.2.6 |
| Date: | 2023-12-03 |
| License: | GPL (>=2) |
Author(s)
Luigi Augugliaro
Maintainer:
Luigi Augugliaro <luigi.augugliaro@unipa.it>
References
Abbruzzo, A., Augugliaro, L., Mineo, A. M. and Wit, E. C. (2014)
Cyclic coordinate for penalized Gaussian Graphical Models with symmetry restrictions. In Proceeding of COMPSTAT 2014 - 21th International Conference on Computational Statistics, Geneva, August 19-24, 2014.
Hojsgaard, S. and Lauritzen, S. L. (2008) Graphical gaussian models with edge and vertex symmetries. J. Roy. Statist. Soc. Ser. B., Vol. 70(5), 1005–1027.