Nothing
lvglasso <- function(data, n, p, lambda1, lambda2, rule = "AND"){
if (class(data)[1] == "matrix") {
dat <- data
}
if (class(data)[1] == "data.frame") {
dat <- as.matrix(data)
}
if (class(data)[1] == "list") {
dat <- data[[1]]
for (i in 2:n) {
dat <- rbind(dat, data[[i]])
}
}
Sigmahat <- var(dat)
omega <- lvglasso_calc(Sigmahat,lambda1,lambda2,convergence=1e-10,maxiter=1000,rho=2.5)$S
res <- omega
# AND rule
if (rule == "AND") {
res <- res!=0
res <- res*1
res <- res + t(res)
res[which(res==1)] <- 0
res <- res/2
}
# OR rule
if (rule == "OR") {
res <- (res+t(res))/2
}
res <- res!=0
res <- res*1
return(list(omega=omega, theta = res, penalties = c(lambda1, lambda2)))
}
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