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EstimateGroupNetwork

Perform the Joint Graphical Lasso and Selects Tuning Parameters

Can be used to simultaneously estimate networks (Gaussian Graphical Models) in data from different groups or classes via Joint Graphical Lasso. Tuning parameters are selected via information criteria (AIC / BIC / extended BIC) or cross validation.

Functions (5)

EstimateGroupNetwork

Perform the Joint Graphical Lasso and Selects Tuning Parameters

v0.3.1
GPL (>= 2)
Authors
Giulio Costantini, Nils Kappelmann, Sacha Epskamp
Initial release

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