gpband: Groupwise soft-thresholds subdiagonals by lam * w
In hierband: Convex Banding of the Covariance Matrix
Description
Groupwise soft-thresholds subdiagonals by lam * w
Usage
1
Arguments
R
p-by-p symmetric matrix
lam
Non-negative penalty parameter. Controls sparsity level.
w
(p-1) vector of weights. Default, w[l]=sqrt(2 * l)
hierband documentation built on May 2, 2019, 4:16 a.m.
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Description
Groupwise soft-thresholds subdiagonals by lam * w
Usage
1 |
Arguments
R |
p-by-p symmetric matrix |
lam |
Non-negative penalty parameter. Controls sparsity level. |
w |
|
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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