Difdtl-package: Difference of Two Precision Matrices Estimation

In Difdtl: Difference of Two Precision Matrices Estimation

Description

Difference of two precision matrices is estimated by the d-trace loss with lasso penalty, given two sample classes.

Details

Package:	Dpmdtl
Type:	Package
Version:	1.0
Date:	2016-04-26
License:	GPL(>=2)

Author(s)

Huili Yuan

Maintainer: Huili Yuan<[e-mail]>

References

Huili Yuan, Ruibin Xi and Minghua Deng(2015). Differential Network Analysis via the Lasso Penalized D-Trace Loss. http://arxiv.org/abs/1511.09188

Examples

##generate samples
library(MASS)
set.seed(1);
Sigma1 = genp(50,0.2,0.5)
set.seed(1);
Sigma2 = Sigma1+genp1(50,100,0.5)
tdelta = Sigma2-Sigma1
SigmaX<-solve(Sigma1)
SigmaY<-solve(Sigma2)
n<-200
p<-50
X1<-mvrnorm(n,rep(0,p),SigmaX)
Y1<-mvrnorm(n,rep(0,p),SigmaY)
##use of Dpmdtl
dpmdtl<- Dpmdtl(X1,Y1,nlambda=10,tuning="bic")

Difdtl documentation built on Jan. 15, 2017, 8:21 a.m.