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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