Perform the Joint Graphical Lasso and Selects Tuning Parameters
Summary table for a bootstrapped Joint Graphical Lasso model
Covariance matrix without Bessel's correction
Estimate Joint Graphical Lasso model on data collected on observations...
Create a plot of bootstrapped confidence intervals for all edges of a ...
Compute bootstrap networks for a Joint Graphical Lasso model on data c...
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.