ggmtrust: ggmtrust for penalised network

In GJRM: Generalised Joint Regression Modelling

ggmtrust for penalised network

Description

penalised network, work in progress.

Usage

ggmtrust(s, n, data = NULL, lambda = 1, pen = "lasso", params = NULL, method = "BHHH", 
         w.alasso = NULL, gamma = 1, a = 3.7)
        
        
        
        

Arguments

s	Sample covariance matrix.
n	Sample size.
data	Data.
lambda	Regularisation parameter.
pen	Either "lasso" or "ridge".
params	If different from null then these are taken as the starting values.
method	Either "H" or "BHHH".
w.alasso	weight for alasso.
gamma	alasso param.
a	scad param.

Details

penalised network, work in progress.

Value

The function returns an object of class ggmtrust.

GJRM documentation built on Oct. 25, 2024, 5:07 p.m.