Description Usage Arguments Value Author(s)
This function performs Tensor Lasso under different specifications.
1  | 
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.  | 
List containg the precision matrices.
Rene Gutierrez Marquez
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