cv.glasso {nethet} | R Documentation |
Crossvalidation for GLasso
cv.glasso(x, folds = 10, lambda, penalize.diagonal = FALSE, plot.it = FALSE, se = TRUE, include.mean = FALSE)
x |
no descr |
folds |
no descr |
lambda |
lambda-grid (increasing!) |
penalize.diagonal |
no descr |
plot.it |
no descr |
se |
no descr |
include.mean |
no descr |
8! lambda-grid has to be increasing (see glassopath)
no descr
n.stadler