sparse_conc: Generates sparse inverse covariance matrices

Description Usage Arguments Value Author(s)

View source: R/mixglasso.R

Description

Generates sparse inverse covariance matrices

Usage

1
sparse_conc(p, K, s, s.common, magn.nz = 0.5, scale.parcor = TRUE)

Arguments

p

Dimensionality of inverse covariance matrix

K

Number of inverse covariance matrices

s

Number of non-zero entries per inverse covariance matrix

s.common

Number of non-zero entries shared across different inverse covariance matrices

magn.nz

Magnitude of non-zero elements

scale.parcor

Should SigInv be scaled to have diagonal equal one, siginv=parcor ?

Value

SigInv: list of inverse covariance matrices

Author(s)

n.stadler


FrankD/nethet documentation built on Oct. 5, 2020, 8:22 a.m.