GLASSO.method: GLASSO.method

In wal615/prime.total.effect: Total effect estimation of the environmental mixtures

Description

GLASSO.method uses an estimated covariance matrix to decorrelate a data. By

$$X_{decorr} = Σ_X^{-1/2}X$$

, where \Sigma_X is estimated by glasso when n <p.

Usage

GLASSO.method(x, rho = 0.001, thr = 0.05)

Arguments

x	A numeric matrix
rho	(Non-negative) regularization parameter for lasso. rho=0 means no regularization. See details in glasso.
thr	Threshold for convergence. See details in glasso.

Value

1. A list. uncorr.data is the decorrelated covariates

wal615/prime.total.effect documentation built on April 29, 2020, 2:05 p.m.