get_glasso_fit: Get a glasso fit
In mlondschien/hdcd: High - Dimensional Change Point Detection
Description
Usage
Arguments
Value
Description
Get a glasso fit
Usage
1
get_glasso_fit(x, lambda, control)
Arguments
x
A design matrix
lambda
Regularisation parameter for the glasso function.
control
An object of class hdcd_control generated by hdcd_control.
Value
A list with values cov_mat, the original estimate of the covariance structure,
inds an array indicating the variables for which a variance could be estimated,
the precision matrix estimated with the glasso wi and its inverse w.
mlondschien/hdcd documentation built on Jan. 5, 2021, 11:26 p.m.
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Description Usage Arguments Value
Description
Get a glasso fit
Usage
1 | get_glasso_fit(x, lambda, control)
|
Arguments
x |
A design matrix |
lambda |
Regularisation parameter for the glasso function. |
control |
An object of class |
Value
A list with values cov_mat, the original estimate of the covariance structure,
inds an array indicating the variables for which a variance could be estimated,
the precision matrix estimated with the glasso wi and its inverse w.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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