glasso: Graphical Lasso: Estimation of Gaussian Graphical Models

Estimation of a sparse inverse covariance matrix using a lasso (L1) penalty. Facilities are provided for estimates along a path of values for the regularization parameter.

Version: 1.11
Published: 2019-10-01
DOI: 10.32614/CRAN.package.glasso
Author: Jerome Friedman, Trevor Hastie and Rob Tibshirani
Maintainer: Rob Tibshirani <tibs at>
License: GPL-2
NeedsCompilation: yes
In views: Psychometrics
CRAN checks: glasso results


Reference manual: glasso.pdf


Package source: glasso_1.11.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): glasso_1.11.tgz, r-oldrel (arm64): glasso_1.11.tgz, r-release (x86_64): glasso_1.11.tgz, r-oldrel (x86_64): glasso_1.11.tgz
Old sources: glasso archive

Reverse dependencies:

Reverse depends: abundant, hglasso, INDEED, MRCE, regmed, scLink, sparseBC
Reverse imports: BSL, cicero, countprop, CVglasso, detectR, ecoCopula, EGAnet, EMgaussian, graphicalVAR, heteromixgm, iDINGO, jointMeanCov, LDABiplots, leakyIV, lglasso, LUCIDus, lvnet, MatrixLDA, missoNet, mombf, NetDA, netgwas, nethet, nutriNetwork, pgraph, psychonetrics, qgraph, robsel, robustcov, scout, sdafilter, SEMgraph, sGMRFmix, shock, SILGGM, sparseMatEst, SparseTSCGM, TransGraph, TransTGGM
Reverse suggests: bootnet, GGMselect, glassoFast, sAIC, textplot


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