glasso.invcov {nethet}R Documentation

Graphical Lasso based on inverse correlation penalty

Description

Graphical Lasso based on inverse correlation penalty

Usage

glasso.invcov(s, rho, penalize.diagonal, term = 10^{     -3 })

Arguments

s

no descr

rho

no descr

penalize.diagonal

no descr

term

no descr

Value

w; wi; iter

Author(s)

n.stadler


[Package nethet version 1.25.0 Index]