Software

R Packages

mglasso v0.1.2

Inference of multiscale graphical models with a neighborhood selection approach. The method jointly infers a conditional independence graph and a clustering partition by solving a convex optimization problem combining Lasso and fused-group Lasso penalties. The optimization uses the CONESTA solver (Hadj-Selem et al. 2018).

Authors: Edmond Sanou, Tung Le, Christophe Ambroise, Geneviève Robin