L1_dts: The algorithm used to calculate the difference of two...
In Difdtl: Difference of Two Precision Matrices Estimation

Description Usage Arguments Value Author(s) References Examples

Calculate the difference of two precision matrices estimation, given the sample covariance matrices of two sample classes.

1	L1_dts(SigmaX, SigmaY, rho, lambda)

`SigmaX`	A pXp matrix.
`SigmaY`	A pXp matrix.
`rho`	The parameter used in augmented Lagrange method.
`lambda`	The tuning parameter of lasso penalty.

A symmetric pXp matrix.

Huili Yuan

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

##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 L1_dts
dtsmatrix<-L1_dts(SigmaX, SigmaY,1,0.5)