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[ Source: r-cran-glasso  ]

Package: r-cran-glasso (1.11-1 and others)

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GNU R 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.

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Architecture Version Package Size Installed Size Files
i386 1.11-1+b1 31.4 kB77.0 kB [list of files]