README.md

In mlkrock/BasisGraphicalLasso: Basis Graphical Lasso

BasisGraphicalLasso

This package contains code to perform the basis graphical lasso analysis of:

Krock, M., Kleiber, W., and Becker, S. (2021), “Nonstationary modeling with sparsity for spatial data via the basis graphical lasso,” J. Comput. Graph. Statist., 30, 375–389, ISSN 1061-8600, URL https://doi.org/10.1080/10618600.2020.1811103

Please install the package with

devtools::install_github("mlkrock/BasisGraphicalLasso")

This implementation relies on the QUIC function for solving the graphical lasso. The CRAN package is orphaned, so install QUIC with

devtools::install_github("cran/QUIC")

The basic function is BGL, and the analysis of the minimum temperature dataset in the paper can be reproduced as

precision.fit <- BGL(y=tmin$data, locs=tmin$lon.lat.proj, lambda=7, basis="LatticeKrig",
     distance.penalty=TRUE,outer_tol=1e-2, MAX_ITER=50,
     MAX_RUNTIME_SECONDS=86400, NC=30, nlevel=1)

mlkrock/BasisGraphicalLasso documentation built on Dec. 21, 2021, 7:59 p.m.