Groupwise Regularized Adaptive Sparse Precision Solution
Penalty Derivative Computation
Penalty Function Computation
Block-Structured Precision Matrix based on SBM
Groupwise Regularized Adaptive Sparse Precision Solution
Performance Measures for Precision Matrix Estimation
Plot Function for Block-Structured Precision Matrices (Visualize a Mat...
Plot Function for S3 Class "penderiv"
Groupwise Block-Banded Sparsifier
Provides a unified framework for sparse-group regularization and precision matrix estimation in Gaussian graphical models. It implements multiple sparse-group penalties, including sparse-group lasso, sparse-group adaptive lasso, sparse-group SCAD, and sparse-group MCP, and solves them efficiently using ADMM-based optimization. The package is designed for high-dimensional network inference where both sparsity and group structure are present.
Useful links