Package for Graphical Models and Graphical Lasso

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1

Hello,

Is there a Julia package for probabilitistic graphical models, in particular an implementation of the Graphical Lasso to identify sparse precision matrix (https://statweb.stanford.edu/~jhf/ftp/glasso-bio.pdf)

2

Second to this. I also need some package for sparse precision matrix. One way is using ScikitLearn.jl or using RCall on R package Glasso. However, I prefer pure Julia implementation, if there is any.

3

Hello,
This is nearly 5 years late, but I just created GraphicalLassoQUIC.jl, a Julia port of the QUIC algorithm (https://jmlr.org/papers/volume15/hsieh14a/hsieh14a.pdf), released under GPL version 3. I am in the process of adding it to the Julia registry.