SubbotinGM

This package implements the estimation algorithm for the Subbotin graphical model, as described in Chang and Allen (2022+).

Installation

The package can be installed by running the following commands in R:

  # install.packages(devtools)
  library(devtools)
  devtools::install_github("DataSlingers/SubbotinGM")

Usage

This package comes with two functions:

• subbotin_GM serves as the main tool for graph estimation.
• extreme_lasso performs the individual neighborhood selection regressions.