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.
References in zbMATH (referenced in 1 article , 1 standard article )
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- Vinciotti, Veronica; Augugliaro, Luigi; Abbruzzo, Antonino; Wit, Ernst C.: Model selection for factorial Gaussian graphical models with an application to dynamic regulatory networks (2016)