View source: R/ggb_global_nopsd.R
Uses the path BCD "closed form" of Yan and Bien (2015) as implemented in R package hsm.
1 2 | ggb_global_nopsd(S, g, lambda = NULL, w = NULL, flmin = 0.01, nlam = 20,
max_depths = NULL)
|
S |
p-by-p sample covariance matrix |
g |
seed graph (not necessarily connected) |
lambda |
positive tuning parameter(s) |
w |
weights from b = 1 to diam(g). Default is sqrt( group size ) |
flmin |
ratio of smallest to largest lambda value (ignored if
|
nlam |
number of lambda values (ignored if |
max_depths |
maximal bandwidth considered. Should be a single non-negative integer. Default is NULL, which is equivalent to taking max_depths to be >= diameter(g). (This is referred to as M in the paper.) |
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