I am wondering, if it is necessary to standardize data (mean zero and stddev eq. 1) for glasso. In many papers on glasso this is mentioned to have data with mean=0 and stddev 1, while using covarience matrix of the data for variable selection through glasso. However, in book "Using R! by Gentleman et al (Editors) covarience matrix is converted to correlation matrix and then glasso is applied without standardizing data.
Would appreciate explaination about it i.e. whether starndardization is necessary for glasso and if yes then why.