R/tracel2.R

In rluo/clime: Constrained L1-Minimization for Inverse (Covariance) Matrix Estimation

Defines functions tracel2

Documented in tracel2

tracel2 <- function(Sigma, Omega) {
  return(sum(diag(  (Sigma%*%Omega -  diag(1,  dim(Omega)[1] ) )^2 )) )
}