graphical_lasso_fit: Graph reconstruction algorithm.

In travisbyrum/constructnet: Network reconstruction from time series

Description

Graph reconstruction algorithm.

Usage

graphical_lasso_fit(
  TS,
  alpha = 0.01,
  max_iter = 100,
  tol = 1e-04,
  threshold_type = "degree",
  ...
)

Arguments

TS	Matrix consisting of L observations from N variables.
alpha	Coefficient of penalization, higher values means more sparseness
max_iter	Maximum number of iterations.
tol	Stop the algorithm when the duality gap is below a certain threshold.
threshold_type	Which thresholding function to use on the matrix of weights.
...	Arguments

travisbyrum/constructnet documentation built on March 3, 2021, 12:18 p.m.