R package sglasso: Lasso Method for RCON(V,E) Models. RCON(V, E) models (Højsgaard, 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.
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References in zbMATH (referenced in 2 articles , 1 standard article )
Showing results 1 to 2 of 2.
- Vinciotti, Veronica; Augugliaro, Luigi; Abbruzzo, Antonino; Wit, Ernst C.: Model selection for factorial Gaussian graphical models with an application to dynamic regulatory networks (2016)
- Abbruzzo, Antonino; Augugliaro, Luigi; Mineo, Angelo M.; Wit, Ernst C.: Cyclic coordinate for penalized Gaussian graphical models with symmetry restrictions (2014)