estOmega: Estimation of the precision matrix
In bingx1990/LOVE: Overlapping clustering based on latent factor models
Description
Usage
Arguments
Details
Value
Description
estOmega estimates the inverse matrix of C via regularizations.
Usage
1
Arguments
lbd
A numeric constant.
C
A K by K matrix.
Details
For a given matrix C, estOmega finds its inverse
by solving the following linear program
\min_{Ω} ||Ω||_{∞,1}
subject to
||C Ω - I|| ≤ λ.
The above LP is solved by decoupling into several linear programs, each of
which solves one row of Ω.
Value
A K by K matrix.
bingx1990/LOVE documentation built on Jan. 23, 2022, 1:30 a.m.
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Description Usage Arguments Details Value
Description
estOmega estimates the inverse matrix of C via regularizations.
Usage
1 |
Arguments
lbd |
A numeric constant. |
C |
A K by K matrix. |
Details
For a given matrix C, estOmega finds its inverse
by solving the following linear program
\min_{Ω} ||Ω||_{∞,1}
subject to
||C Ω - I|| ≤ λ.
The above LP is solved by decoupling into several linear programs, each of which solves one row of Ω.
Value
A K by K matrix.
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.
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