helper: Helper functions for LASICH

In asondhi/LASICH: Joint Estimation Of Precision Matrices In Heterogeneous Populations

Description

Helper functions for LASICH

Usage

D2L(D, alpha = 1)

tree2L(nnode)

clust(xs, mthd = 1)

dist.clust(d, cls, mthd = 1)

multlasso(K, L, p, ns, Sigmas, Sigma0, Omega0 = NULL, lambda, rho, tol,
  grp = NULL, est = NULL, LD = NULL)

updateC(D, EC, M, K, p)

crtC(C, D, EC, L, p, lambda2)

crt(A, B, C, D, EA, EB, EC, L, Sigmas, ns, p, rho, K, lambda, prt = TRUE)

multlasso2(K, W, p, ns, Sigmas, Sigma0, Omega0 = NULL, lambda, rho, tol,
  grp = NULL, est = NULL)

updateA(D, EA, Sigmas, K, p, ns, rho)

updateAk(Dk, EkA, Sigmak, nk, rho)

crtA(A, D, EA, Sigmas, K, ns, rho)

updateB(D, EB, K, p, rho, lambda1)

crtB(B, D, EB, rho, lambda1)

sftthrsh(x, y)

updateC2(D, EC, M, K, p)

crtC2(C, D, EC, W, p, lambda2, K, rho)

crtD(A, B, C, D, EA, EB, EC, rho, lambda2)

crt2(A, B, C, D, EA, EB, EC, W, Sigmas, ns, p, rho, K, lambda, prt = TRUE)

multlasso3(K, L, p, ns, Sigmas, Sigma0, Omega0 = NULL, lambda, rho, tol,
  grp = NULL, est = NULL, LD = NULL, wt = NULL)

updateC3(D, EC, L.sqrt, K, p, lambda2, rho)

sftthrsh.vec(x, y)

crtC3(C, D, EC, L, L.sqrt, p, lambda2, rho)

crtD3(A, B, C, D, EA, EB, EC, L.sqrt, rho, lambda2, p)

crt3(A, B, C, D, EA, EB, EC, L, L.sqrt, Sigmas, ns, p, rho, K, lambda,
  prt = TRUE)

multlasso.block(K, L, p, ns, Sigmas, Sigma0, Omega0 = NULL, lambda, rho, tol,
  grp = NULL, est = NULL, LD = NULL, wt = NULL)

eval.lasso(grp = NULL, Omega0, K, p, est)

AUC(x, y)

sep.glasso(K, Sigmas, Sigma0, Omega0 = NULL, rho.glasso, p, grp = NULL)

JGLs(K, zs, Sigma0, Omega0 = NULL, lambda.fused, lambda.group, p,
  grp = NULL)

Guos(K, p, Sigmas, Sigma0, Omega0 = NULL, lambda.guo, grp = NULL)

Guo(K, p, Sigmas, lambda.guo, adaptive_weight = array(1, c(K, p, p)))

## S3 method for class 'lmd'
min(Sigma0, B = 1000, K, ns, p, num, lambdas2)

Arguments

various

various

asondhi/LASICH documentation built on Nov. 24, 2020, 12:36 a.m.