# Package for Graphical Models and Graphical Lasso

**URL:** <https://discourse.julialang.org/t/package-for-graphical-models-and-graphical-lasso/41107>\
**Category:** Statistics\
**Tags:** question, package, optimization\
**Created:** [June 10, 2020, 1:44am UTC](https://discourse.julialang.org/t/package-for-graphical-models-and-graphical-lasso/41107 "2020-06-10T01:44:44Z")\
**Posts on this page:** 3\
**Page:** 1

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**Author:** ![mleprovost](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/mleprovost/32/7166_2.png) [@mleprovost](https://discourse.julialang.org/u/mleprovost)\
**Post date:** [June 10, 2020, 1:44am UTC](https://discourse.julialang.org/t/package-for-graphical-models-and-graphical-lasso/41107/1 "2020-06-10T01:44:44Z")

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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](https://statweb.stanford.edu/~jhf/ftp/glasso-bio.pdf))

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**Author:** ![yusri-dh](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/yusri-dh/32/7404_2.png) [@yusri-dh](https://discourse.julialang.org/u/yusri-dh)\
**Post date:** [August 24, 2021, 2:16am UTC](https://discourse.julialang.org/t/package-for-graphical-models-and-graphical-lasso/41107/2 "2021-08-24T02:16:48Z")

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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.

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**Author:** ![mlkrock](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/mlkrock/32/31211_2.png) [@mlkrock](https://discourse.julialang.org/u/mlkrock)\
**Post date:** [June 1, 2025, 8:11pm UTC](https://discourse.julialang.org/t/package-for-graphical-models-and-graphical-lasso/41107/3 "2025-06-01T20:11:13Z")

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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](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.