gslope_admm: Graphical SLOPE
In psobczyk/gslope: Gaussian graphical model estimation using sorted l1 penalty
Description
Usage
Arguments
Details
Description
Method for estimating sparse inverse covariance matrix
Usage
1
2
gslope_admm(C, Z, U, lambda_seq, rho, max_iter = 100, tol_infeas = 0.001,
verbose = FALSE)
Arguments
C
sample covariance matrix
Z
initial estimate of inverse covariance
U
initial estimate of covariance
lambda_seq
sequence of lambda values of ordered L1 norm
rho
constant
max_iter
maximum number of ADMM iterations
tol_infeas
tolerance to feasibility rules
verbose
should additional info be printed out
Details
Implementation using alternating direction method of multipliers
psobczyk/gslope documentation built on May 18, 2019, 4:52 p.m.
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Description Usage Arguments Details
Description
Method for estimating sparse inverse covariance matrix
Usage
1 2 | gslope_admm(C, Z, U, lambda_seq, rho, max_iter = 100, tol_infeas = 0.001,
verbose = FALSE)
|
Arguments
C |
sample covariance matrix |
Z |
initial estimate of inverse covariance |
U |
initial estimate of covariance |
lambda_seq |
sequence of lambda values of ordered L1 norm |
rho |
constant |
max_iter |
maximum number of ADMM iterations |
tol_infeas |
tolerance to feasibility rules |
verbose |
should additional info be printed out |
Details
Implementation using alternating direction method of multipliers
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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