Description Usage Arguments Details Value References

Set control parameters of the coordinate descent algorithm for the graphical lasso for sparse covariance matrix estimation.

1 | ```
control(iter.out = 1e04, iter.in = 1e03, tol.out = 1e-04, tol.in = 1e-03)
``` |

`iter.out` |
Maximum number of iterations in the in the outer loop of the coordinate descent algorithm. |

`iter.in` |
Maximum number of iterations in the in the inner loop of the coordinate descent algorithm. |

`tol.out` |
Tolerance value for judging when convergence has been reached. Used in the outer loop of the coordinate descent algorithm. |

`tol.in` |
Tolerance value for judging when convergence has been reached. Used in the inner loop of the coordinate descent algorithm. |

Function `control`

is used to set control parameters of the coordinate descent algorithm employed for solving the covariance graphical lasso.

A list of parameters values.

Wang, H. (2014). Coordinate descent algorithm for covariance graphical lasso. *Statistics and Computing*, 24:521.

Embedding an R snippet on your website

Add the following code to your website.

For more information on customizing the embed code, read Embedding Snippets.