Initially designed to distribute code for estimating the Gaussian graphical model with Lasso regularization, also known as the graphical lasso (glasso), using an Expectation-Maximization (EM) algorithm based on work by Städler and Bühlmann (2012) <doi:10.1007/s11222-010-9219-7>. As a byproduct, code for estimating means and covariances (or the precision matrix) under a multivariate normal (Gaussian) distribution is also available.
Version: 0.2.1 Imports: Rcpp, matrixcalc, Matrix, lavaan, glasso, glassoFast, caret LinkingTo: Rcpp, RcppArmadillo Suggests: testthat (≥ 3.0.0), psych, bootnet, qgraph, cglasso Published: 2024-03-04 DOI: 10.32614/CRAN.package.EMgaussian Author: Carl F. Falk [cre, aut] Maintainer: Carl F. Falk <carl.falk at mcgill.ca> License: GPL (≥ 3) NeedsCompilation: yes CRAN checks: EMgaussian results Documentation: Downloads: Linking:Please use the canonical form https://CRAN.R-project.org/package=EMgaussian to link to this page.
RetroSearch is an open source project built by @garambo | Open a GitHub Issue
Search and Browse the WWW like it's 1997 | Search results from DuckDuckGo
HTML:
3.2
| Encoding:
UTF-8
| Version:
0.7.4