penaltymatrixsetup: Penalty Matrix Setup

In mlkrock/BasisGraphicalLasso: Basis Graphical Lasso

Description

Creates the penalty matrix.

Usage

penaltymatrixsetup(
  lambda,
  zero.diagonal.penalty = TRUE,
  l,
  basisdistancematrix = NULL
)

Arguments

lambda	Scalar or matrix.
zero.diagonal.penalty	Zero penalty along the diagonals of precision. Default: TRUE.
l	Number of basis functions.
basisdistancematrix	The distance between LatticeKrig basis centers. Default: NULL.

Details

Returns a penalty matrix.

Value

Penalty matrix.

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