Multiscale Graphical Lasso


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Documentation for package ‘mglasso’ version 0.1.1

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beta_ols Initialize regression matrix
beta_to_vector Transform a matrix of regression coefficients to vector removing the diagonal
conesta CONESTA solver.
cost 'Mglasso' cost function
dist_beta Compute distance matrix between regression vectors
fun_lines weighted sum/difference of two regression vectors
image_sparse Plot the image of a matrix
install_conesta Install CONESTA solver
merge_clusters compute clusters partition from pairs of variables to merge
mglasso Inference of Multiscale Gaussian Graphical Model.
plot_mglasso Plot 'mglasso' function output.
precision_to_regression Compute precision matrix from regression vectors
symmetrize Apply symmetrization on estimated graph