Tlasso: Non-Convex Optimization and Statistical Inference for Sparse Tensor Graphical Models

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An optimal alternating optimization algorithm for estimation of precision matrices of sparse tensor graphical models, and an efficient inference procedure for support recovery of the precision matrices.

Author
Will Wei Sun, Zhaoran Wang, Xiang Lyu, Han Liu, Guang Cheng
Date of publication
2016-09-19 07:48:04
Maintainer
Xiang Lyu <lyu17@purdue.edu>
License
GPL (>= 2)
Version
1.0.1

View on CRAN

Man pages

biascor
Bias Correction of Sample Covariance of Residuals
ChainOmega
Precision Matrix of Triangle Graph
covres
Sample Covariance Matrix of Residuals
est.analysis
Estimation Errors and TPR/TNR
graph.pattern
Graph Pattern Visualization
infer.analysis
Inference Performance Measures
NeighborOmega
Precision Matrix of Nearest-Neighbor Graph
signal
Regression Parameter of Conditional Linear Model
Tlasso
Non-Convex Optimization and Statistical Inference for Sparse...
Tlasso.fit
Non-Convex Optimization for Sparse Tensor Graphical Models
Trnorm
Separable Tensor Normal Distribution
varcor
Variance Correction of Sample Covariance of Residuals

Files in this package

Tlasso
Tlasso/inst
Tlasso/inst/doc
Tlasso/inst/doc/Tlasso.html
Tlasso/inst/doc/Tlasso.Rmd
Tlasso/inst/doc/Tlasso.R
Tlasso/NAMESPACE
Tlasso/R
Tlasso/R/graph.pattern.R
Tlasso/R/Trnorm.R
Tlasso/R/NeighborOmega.R
Tlasso/R/biascor.R
Tlasso/R/covres.R
Tlasso/R/infer.analysis.R
Tlasso/R/Tlasso-package.r
Tlasso/R/signal.R
Tlasso/R/est.analysis.R
Tlasso/R/ChainOmega.R
Tlasso/R/Tlasso.fit.R
Tlasso/R/varcor.R
Tlasso/vignettes
Tlasso/vignettes/Tlasso.Rmd
Tlasso/MD5
Tlasso/build
Tlasso/build/vignette.rds
Tlasso/DESCRIPTION
Tlasso/man
Tlasso/man/biascor.Rd
Tlasso/man/Tlasso.Rd
Tlasso/man/infer.analysis.Rd
Tlasso/man/covres.Rd
Tlasso/man/ChainOmega.Rd
Tlasso/man/NeighborOmega.Rd
Tlasso/man/varcor.Rd
Tlasso/man/graph.pattern.Rd
Tlasso/man/Trnorm.Rd
Tlasso/man/est.analysis.Rd
Tlasso/man/signal.Rd
Tlasso/man/Tlasso.fit.Rd