glasso.parcor {nethet}R Documentation

Graphical Lasso based on partial correlation penalty

Description

Graphical Lasso based on partial correlation penalty

Usage

glasso.parcor(s, rho, penalize.diagonal, maxiter = 1000, term = 10^{   
   -3 }, verbose = FALSE)

Arguments

s

no descr

rho

no descr

penalize.diagonal

no descr

maxiter

no descr

term

no descr

verbose

set to TRUE to print out progress.

Value

w; wi; iter

Author(s)

n.stadler


[Package nethet version 1.26.0 Index]