Description Usage Arguments Value Author(s) References
Calculate the loss function value for the estimation, given the estimation of two precision matrices and the sample covariance matrices of two sample classes.
1 |
D |
The difference of two precision matrics estimation. |
S1 |
The sample covariance matrix for one sample class. |
S0 |
The sample covariance matrix for one sample class. |
A vector of loss function value by different matrix norms.
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
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