Man pages for desanou/mglasso
Multiscale Graphical Lasso
| adj_mat | Adjacency matrix |
| beta_idty | Init Beta 1 matrix |
| beta_ols | Init Beta via OLS |
| beta_to_vector | vectorize beta matrix |
| bloc_diag | return precision matrix |
| cah_glasso | cah_glasso |
| conesta | CONESTA solver. |
| conesta_rwrapper | CONESTA solver for numerical experiments. |
| cost | cost function |
| dist_beta | distances Beta |
| error | Mean error from classical regression |
| error_huge | Formula from Huge paper |
| expand_beta | TO DO: Fill upper triangular matrix then sum up with the... |
| expand_beta_deprecated | doesn't work when dealing with matrix where diagonal of zero... |
| extract_meta | extracts meta-variables indices |
| fun_lines | weighted sum/difference of two regression vectors |
| get_auc | Plot ROC curve and calculate AUC |
| get_range_nclusters | compute range of number of clusters from ROC outputs take in... |
| ggplot_roc | Title |
| graph_estimate | Neighborhood selection estimate |
| image_sparse | Plot the image of a matrix |
| install_pylearn_parsimony | Install the python library pylearn-parsimony and other... |
| lagrangian | lagrangian function |
| lasso_estimate | Check first estimate coeffs with glm |
| mean_prec_mat | mean of randomly simulated precision matrices in the same... |
| merge_beta | Merge Beta Different types of merging and their effect |
| merge_clusters | compute clusters partition from pairs of variables to merge |
| merge_labels | Merge labels |
| merge_proc | merge clusters from table |
| mergeX | Merge X |
| mglasso | Inference of Multiscale Gaussian Graphical Model. |
| neighbor_select | neighbor_select |
| one_config | One simulation configuration |
| perf_one | compute TPR, FPR, SHD given estimated and true precision... |
| perf_vec | get performances from list of estimations |
| plot_clusterpath | Plot MGLasso Clusterpath |
| plot_mglasso | fonction qui affiche les matrices d'adjacence à chaque niveau... |
| precision_to_regression | Compute precision matrix from regression vectors |
| repart | pareil pour les clusters ACP dimensions ? |
| select_ebic_weighted | EBIC |
| select_kfold | K-fold cross validation neghborhood lasso selection |
| select_kfold_mglasso | K-fold cross validation mglasso |
| select_partition | Finds the optimal number of clusters using slope heuristic |
| select_stab_mglasso | stability selection mglasso |
| select_stars_mglasso | stability selection mglasso II stars way |
| seq_l1l2 | def sequences for lambda1s and lambda2s not sure if max of... |
| sim_data | simulate data with given graph structure |
| symmetrize | symmetrize matrix of regression vectors pxp |
