glasso.invcov: Graphical Lasso based on inverse correlation penalty

Description Usage Arguments Value Author(s)

View source: R/mixglasso.R

Description

Graphical Lasso based on inverse correlation penalty

Usage

1
glasso.invcov(s, rho, penalize.diagonal, term = 10^{     -3 })

Arguments

s

no descr

rho

no descr

penalize.diagonal

no descr

term

no descr

Value

w; wi; iter

Author(s)

n.stadler


nethet documentation built on Nov. 8, 2020, 6:54 p.m.