gnu: Add r-glasso.

* gnu/packages/cran.scm (r-glasso): New variable.

gnu/packages/cran.scm

@@ -14708,3 +14708,24 @@ This package simplifies the way to manipulate the HTML or LaTeX codes
 generated by @code{kable()} and allows users to construct complex tables and
 customize styles using a readable syntax.")
     (license license:expat)))
+
+(define-public r-glasso
+  (package
+    (name "r-glasso")
+    (version "1.10")
+    (source
+     (origin
+       (method url-fetch)
+       (uri (cran-uri "glasso" version))
+       (sha256
+        (base32
+         "0nshpx14v2yny7lr8ll6nnz71n0f02sddh2c2dglfprbk89p9yp6"))))
+    (build-system r-build-system)
+    (native-inputs `(("gfortran" ,gfortran)))
+    (home-page "http://www-stat.stanford.edu/~tibs/glasso")
+    (synopsis "Graphical Lasso: estimation of Gaussian graphical models")
+    (description
+     "This is a package for estimation of a sparse inverse covariance matrix
+using a lasso (L1) penalty.  Facilities are provided for estimates along a
+path of values for the regularization parameter.")
+    (license license:gpl2)))