lglasso

cranv0.1.0

Longitudinal Graphical Lasso. For high-dimensional correlated observations, this package carries out the L_1 penalized maximum likelihood estimation of the precision matrix (network) and the correlation parameters. The correlated data can be longitudinal data (may be irregularly spaced) with dampening correlation or clustered da

License GPL-3strong copyleft0 versions1 maintainers2 deps75 weekly dl
jiezhou-2/lglasso
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First published · 2022-01-15 09:56:30

Last updated · 2022-01-15T07:52:46+00:00