Replication Data for An l0-constrained and l1-regularized estimator for graphical models

The dataset includes: Simulation studies. R scripts and output files for the network structures considered in the paper (random, hub, cluster, band, and scale-free). Empirical applications. processed datasets and analysis scripts for the two case studies: Gene expression data of Arabidopsis thaliana isoprenoid genes; Weekly log-returns of Euro Stoxx 50 constituents. Code: R implementation of the SCGlasso algorithm and routines for comparison with alternative estimators. Algorithmic stability. An additional folder with scripts and results for the stability analysis of the proposed estimator with two different initializations.