Crossvalidation for GLasso

Share:

Description

Crossvalidation for GLasso

Usage

1
2
3
## S3 method for class 'glasso'
cv(x, folds = 10, lambda, penalize.diagonal = FALSE,
  plot.it = FALSE, se = TRUE, include.mean = FALSE)

Arguments

x

no descr

folds

no descr

lambda

lambda-grid (increasing!)

penalize.diagonal

no descr

plot.it

no descr

se

no descr

include.mean

no descr

Details

8! lambda-grid has to be increasing (see glassopath)

Value

no descr

Author(s)

n.stadler

Want to suggest features or report bugs for rdrr.io? Use the GitHub issue tracker.