out: out (Output parameters for specific gamma and lambda)

In rsggm: Robust Sparse Gaussian Graphical Modeling via the Gamma-Divergence

Description

Output parameters for specific gamma and lambda

Usage

out(object, gamma, lambda)

Arguments

object	An object made by rsggm function.
gamma	A value of gamma.
lambda	A value of lambda.

Value

Omega	inverse covariance matrix
mu	mean vector
weight	weight obtained by the gamma-lasso algorithm
nedges	number of edges
lambda	lambda
gamma	gamma

Author(s)

Kei Hirose
[e-mail]

References

Hirose, K. and Fujisawa, H. (2017). Robust sparse Gaussian graphical modeling, Journal of Multivariate Analysis, 161, 172-190.
Fujisawa, H., and Eguchi, S. (2008). Robust parameter estimation with a small bias against heavy contamination, Journal of Multivariate Analysis, 99(9), 2053-2081.

See Also

rsggm object

Examples

#generate data
set.seed(1234)
x <- rsggm.generator(N=200,p=20)

#fit the robust sparse Gaussian graphical modeling
fit <- rsggm(x,gamma=c(0.05,0.1),delta=0.2)

#output the result for specitic gamma and lambda
out(fit,gamma=0.05,lambda=0.2)

rsggm documentation built on Oct. 1, 2019, 5:03 p.m.