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Welcome to GGLasso's documentation!
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``GGLasso`` (stands for **G**\ eneral **G**\ raphical **Lasso**\ ) is a Python package for estimating sparse (or sparse plus low rank) inverse covariance matrices. Moreover, it contains solvers and model selection procedures for Multiple Graphical Lasso problems such as Group and Fused Graphical Lasso.

The package is available on `Github`_ .

.. _Github: https://github.com/fabian-sp/GGLasso

.. toctree::
   :maxdepth: 2
   :caption: Contents:

   getting-started
   auto_examples/index
   math-description
   problem-object
   solvers-overview
   solvers-doc