create_lambda: Penalty parameters for graphical SLOPE
In StatsIMUWr/gslope: Graphical SLOPE
Description
Usage
Arguments
Details
Value
Examples
View source: R/create_lambda.R
Description
Computes penalty parameters λ for graphical SLOPE.
Usage
1
create_lambda(sample_cov, n, alpha = 0.05)
Arguments
sample_cov
a sample variance-covariance matrix.
n
number of observations.
alpha
significance level.
Details
The Lambda series are computed based on Benjamini-Hochberg's procedure.
Value
create_lambda() returns a vector of the length p * (p-1)/2, which is equal
to number of elements in lower (upper) triangle of a variance-covariance matrix excluding diagonal.
Examples
1
2
StatsIMUWr/gslope documentation built on Oct. 8, 2020, 1:25 a.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Description Usage Arguments Details Value Examples
View source: R/create_lambda.R
Description
Computes penalty parameters λ for graphical SLOPE.
Usage
1 | create_lambda(sample_cov, n, alpha = 0.05)
|
Arguments
sample_cov |
a sample variance-covariance matrix. |
n |
number of observations. |
alpha |
significance level. |
Details
The Lambda series are computed based on Benjamini-Hochberg's procedure.
Value
create_lambda() returns a vector of the length p * (p-1)/2, which is equal
to number of elements in lower (upper) triangle of a variance-covariance matrix excluding diagonal.
Examples
1 2 |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.