Code for multivariate basis graphical lasso [1].
Community Atmosphere Model (CAM) data is available at https://gdex.ucar.edu/dataset/371_abaker.html.
See data_setup.m to extract the specific dataset used in [1], and then example_dataanalysis.m for an example of how to use the algorithm.
[1] Mitchell L. Krock, William Kleiber, Dorit Hammerling & Stephen Becker (2023) Modeling Massive Highly Multivariate Nonstationary Spatial Data with the Basis Graphical Lasso, Journal of Computational and Graphical Statistics, DOI: 10.1080/10618600.2023.2174126 (https://www.tandfonline.com/doi/full/10.1080/10618600.2023.2174126)