using-robsel.R
In robsel: Robust Selection Algorithm

## ----setup, include = FALSE---------------------------------------------------
knitr::opts_chunk$set(
  collapse = TRUE,
  comment = "#>"
)

## -----------------------------------------------------------------------------
x <- matrix(rnorm(100*5),ncol=5)

## -----------------------------------------------------------------------------
library(robsel)
lambda <- robsel(x)
lambda

## -----------------------------------------------------------------------------
A <- robsel.glasso(x)
A

## -----------------------------------------------------------------------------
alphas <- c(0.1, 0.5, 0.9)
lambdas <- robsel(x, alphas)
lambdas

## -----------------------------------------------------------------------------
robsel.fits <- robsel.glasso(x, alphas)
robsel.fits