Kh | R Documentation |
Function Kh
computes the sequence of sparse structured precision matrices estimated by sglasso
function.
Kh(object, rho)
object |
fitted |
rho |
a subset of the values of the tuning parameter used in |
Kh
returns a named list containing the sequence of estimated sparse structured precision matrices.
Luigi Augugliaro
Maintainer: Luigi Augugliaro luigi.augugliaro@unipa.it
sglasso
function.
N <- 100 p <- 5 X <- matrix(rnorm(N * p), N, p) S <- crossprod(X) / N mask <- outer(1:p, 1:p, function(i, j) 0.5^abs(i - j)) out.sglasso_path <- sglasso(S, mask, nrho = 5, tol = 1.0e-13) out.sglasso_path Kh(out.sglasso_path) rho <- out.sglasso_path$rho[3] out.sglasso_single <- sglasso(S, mask, nrho = 1, min_rho = rho, tol = 1.0e-13, algorithm = "ccm") Kh(out.sglasso_single)
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