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Description

Provides a method of recovering the precision matrix for Gaussian graphical models efficiently. Our approach could be divided into three categories. First of all, we use Hard Graphical Thresholding for best subset selection problem of Gaussian graphical model, and the core concept of this method was proposed by Luo et al. (2014) <arXiv:1407.7819>. Secondly, a closed form solution for graphical lasso under acyclic graph structure is implemented in our package (Fattahi and Sojoudi (2019) <https://jmlr.org/papers/v20/17-501.html>). Furthermore, we implement block coordinate descent algorithm to efficiently solve the covariance selection problem (Dempster (1972) <doi:10.2307/2528966>). Our package is computationally efficient and can solve ultra-high-dimensional problems, e.g. p > 10,000, in a few minutes.

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Maintainer: ‘Shiyun Lin <linshy27@mail2.sysu.edu.cn>’

The Description field contains
  <arXiv:1407.7819>. Secondly, a closed form solution for graphical lasso
Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.

Maintainer: ‘Shiyun Lin <linshy27@mail2.sysu.edu.cn>’

The Description field contains
  <arXiv:1407.7819>. Secondly, a closed form solution for graphical lasso
Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.

installed size is  6.2Mb
  sub-directories of 1Mb or more:
    doc    1.1Mb
    libs   4.9Mb

installed size is  6.3Mb
  sub-directories of 1Mb or more:
    doc    1.1Mb
    libs   4.9Mb

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Maintainer: ‘Shiyun Lin <linshy27@mail2.sysu.edu.cn>’

The Description field contains
  <arXiv:1407.7819>. Secondly, a closed form solution for graphical lasso
Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.

Maintainer: ‘Shiyun Lin <linshy27@mail2.sysu.edu.cn>’

The Description field contains
  <arXiv:1407.7819>. Secondly, a closed form solution for graphical lasso
Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.

installed size is  6.2Mb
  sub-directories of 1Mb or more:
    doc    1.1Mb
    libs   4.9Mb

installed size is  6.3Mb
  sub-directories of 1Mb or more:
    doc    1.1Mb
    libs   4.9Mb

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