Description Usage Arguments Value References See Also Examples
Robust Selection algorithm for estimation of the regularization parameter for Graphical Lasso
1 | robsel(x, alpha = 0.9, B = 200)
|
x |
A |
alpha |
Prespecified confidence level. Default 0.9 |
B |
Number of bootstrap sample. Default 200 |
lambda
Estimation of the regularization parameter for Graphical Lasso. A vector of lambda will be return if more than 1 value of alpha is provided.
P Cisneros-Velarde, A Petersen and S-Y Oh (2020). Distributionally Robust Formulation and Model Selection for the Graphical Lasso. Proceedings of the Twenty Third International Conference on Artificial Intelligence and Statistics.
robsel.glasso
for using Graphical Lasso algorithm with estimate regularization parameter lambda from Robust Selection.
1 2 3 4 5 6 |
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.