ggb_local_nopsd: Evaluate the GGB-Local Penalty Proximal Operator Along Grid...

Description Usage Arguments

View source: R/ggb_local_nopsd.R

Description

Returns Sig, a (length nlam) list of Matrix objects, with Sig[[l]] being the solution for the l-th lambda value.

Usage

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ggb_local_nopsd(S, g, lambda = NULL, w = NULL, flmin = 0.01, nlam = 20,
  max_depths = NULL, maxiter = 500, tol = 1e-04, verbose = 1)

Arguments

S

a symmetric, p by p matrix

g

seed graph

lambda

a vector of positive tuning parameters. If NULL, uses nlam, flmin to produce a grid

w

weights (currently not implemented)

flmin

ratio of smallest to largest lambda value (ignored if lambda is nonnull)

nlam

number of lambda values (ignored if lambda is nonnull)

max_depths

maximal bandwidths considered. Should be a p-vector of non-negative integers. Default is NULL, which is equivalent to taking max_depths to be >= diameter(g). (These are referred to as M_j in the paper.)

maxiter

maximum number of passes through coordinates

tol

convergence threshold

verbose

level of verbosity in printed output (2, 1, 0)


jacobbien/ggb documentation built on May 18, 2019, 8:01 a.m.