clime-internal: internal clime functions
In clime: Constrained L1-Minimization for Inverse (Covariance) Matrix Estimation
clime-internal R Documentation
internal clime functions
Description
Internal clime functions
Usage
likelihood(Sigma, Omega)
tracel2(Sigma, Omega)
Arguments
Sigma
Covariance matrix.
Omega
Inverse covariance matrix.
Details
There are not intended for use by users.
Author(s)
T. Tony Cai, Weidong Liu and Xi (Rossi) Luo
Maintainer: Xi (Rossi) Luo xi.rossi.luo@gmail.com
References
Cai, T.T., Liu, W., and Luo, X. (2011).
A constrained \ell_1
minimization approach for sparse precision matrix estimation.
Journal of the American Statistical Association 106(494): 594-607.
clime documentation built on June 22, 2022, 5:07 p.m.
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| clime-internal | R Documentation |
internal clime functions
Description
Internal clime functions
Usage
likelihood(Sigma, Omega) tracel2(Sigma, Omega)
Arguments
Sigma |
Covariance matrix. |
Omega |
Inverse covariance matrix. |
Details
There are not intended for use by users.
Author(s)
T. Tony Cai, Weidong Liu and Xi (Rossi) Luo
Maintainer: Xi (Rossi) Luo xi.rossi.luo@gmail.com
References
Cai, T.T., Liu, W., and Luo, X. (2011). A constrained \ell_1 minimization approach for sparse precision matrix estimation. Journal of the American Statistical Association 106(494): 594-607.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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