BIC_SSLasso: BIC for SSLasso model

Description Usage Arguments

Description

Compute the BIC for the model selected.

Usage

1
BIC_SSLasso(Theta, S, P, n)

Arguments

Theta

The precision matrix estimated

S

Sample covariance matrix

P

The sparsity pattern matrix

n

Number of observations


garyganuiuc/SSLasso documentation built on May 16, 2019, 5:43 p.m.