EstimateGroupNetwork: Perform the Joint Graphical Lasso and Selects Tuning Parameters
Giulio Costantini, Nils Kappelmann, Sacha Epskamp · 2017
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.