Julia implementation of graphical lasso algorithm for sparse l1-penalized precision matrix estimation.
License: MIT License
Hi Brett,
What do you think about changing the convergence criterion to match the CRAN package? It's described briefly here on page 2 (see the "thr" parameter).
Is your alpha parameter is the same as their rho parameter?
Thanks for looking at my other pull requests. I might make a couple more, I hope I'm not annoying!
Edit: To clarify, I'm happy to make the changes, I'd just like your opinion on the idea
Thanks,
Ryan
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