MATLAB course at UTAS

Graphical lasso (glasso) library for MATLAB on Windows 64-bit (x64)

Based on the paper by J. Friedman, T. Hastie, and R. Tibshirani. Sparse inverse covariance estimation with the graphical lasso. Biostatistics, 9(3):432–441, 2008.

Rob Tibshirani offers glasso library support for R (Linux, Windows, Mac on CRAN) and MATLAB (Linux only through glasso.mexa64) - see link

Support for MATLAB (Windows 64-bit) is provided here through glasso.mexw64