TLasso: Performs Tensor Lasso

Description Usage Arguments Value Author(s)

View source: R/TLasso.R

Description

This function performs Tensor Lasso under different specifications.

Usage

1
TLasso(t, iter = 1, lambda = NULL, identy = "F", norm = FALSE, search = FALSE)

Arguments

t

List of Sample Tensors

iter

Number of iterations

lambda

A vector to use as the penalties for each precision matrix.

norm

A boolena indicating if the norm of the precision matrices should remain constant through the iterations.

search

A boolean indicating if a penalty search based on likelihood should be performed.

identi

A method to obtain identifiability. 'F' for Frobenius norm normalization. 'C' for correlation normalization. '1' for dividing by the first entry of the precision matrix.

Value

List containg the precision matrices.

Author(s)

Rene Gutierrez Marquez


Rene-Gutierrez/BayTenGraMod documentation built on Dec. 12, 2020, 11:24 a.m.