Description Usage Arguments Value Author(s)
Generates sparse inverse covariance matrices
1 | sparse_conc(p, K, s, s.common, magn.nz = 0.5, scale.parcor = TRUE)
|
p |
Dimensionality of inverse covariance matrix |
K |
Number of inverse covariance matrices |
s |
Number of non-zero entries per inverse covariance matrix |
s.common |
Number of non-zero entries shared across different inverse covariance matrices |
magn.nz |
Magnitude of non-zero elements |
scale.parcor |
Should SigInv be scaled to have diagonal equal one, siginv=parcor ? |
SigInv: list of inverse covariance matrices
n.stadler
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