Sparse Gaussian Graphical Modeling with Variable Clustering
Cross Validation for the Clusterpath Estimator of the Gaussian Graphic...
Refit the Gaussian Graphical Model for a Given Aggregation and Sparsit...
Clusterpath Estimator of the Gaussian Graphical Model
tools:::Rd_package_title("clusterGGM")
Compute the Weight Matrix for the Clusterpath Penalty
Create Cross-Validation Folds
Extract the Cluster Assignment
Extract the Estimated Precision Matrix
Compute the Weight Matrix for the Lasso Penalty
Calculate the Minimum Number of Clusters
Perform sparse estimation of a Gaussian graphical model (GGM) with node aggregation through variable clustering. Currently, the package implements the clusterpath estimator of the Gaussian graphical model (CGGM) (Touw, Alfons, Groenen & Wilms, 2025; <doi:10.48550/arXiv.2407.00644>).