refit_mat: Estimate the precision matrix with the given support
In cescwang85/EQUAL: An efficient ADMM algorithm for high dimensional precision matrix estimation via penalized quadratic loss
refit_mat R Documentation
Estimate the precision matrix with the given support
Description
Estimate the precision matrix with the given support
Usage
refit_mat(X, obj, rho = 1, err = 0.001)
Arguments
X
data matrix of dimension n\times p.
obj
a p \times p matrix whose support is used to estimate the precision matrix.
rho
step parameter for the ADMM. Default is 1.
err
the precision used to stop the convergence. Default is 1e-3.
Value
A p \times p precision matrix whose support is consistent with the one of obj.
cescwang85/EQUAL documentation built on Nov. 26, 2022, 1:27 a.m.
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| refit_mat | R Documentation |
Estimate the precision matrix with the given support
Description
Estimate the precision matrix with the given support
Usage
refit_mat(X, obj, rho = 1, err = 0.001)
Arguments
|
data matrix of dimension n\times p. |
|
a p \times p matrix whose support is used to estimate the precision matrix. |
|
step parameter for the ADMM. Default is 1. |
|
the precision used to stop the convergence. Default is 1e-3. |
Value
A p \times p precision matrix whose support is consistent with the one of obj.
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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