homolongraph {lglasso} | R Documentation |
Estiamte of precision matrix and autocorrelaton parameter for homogeneous model
homolongraph(data, rho, type, tole, lower, upper)
data |
Data matrix in which the first column is subject id, the second column is the time points of observation. Columns 2 to (p+2) is the observations for p variables. |
rho |
Tuning parameter for graphical lasso |
type |
Type of correlation function, which can take either "abs" or "qua". |
tole |
Error tolerance for determination of convergence of EM algorithm |
lower |
Lower bound for prediction of correlation parameter tau |
upper |
Upper bound for prediction of correlation parameter tau |
A list for estimates of precision matrix and correlation parameter for given tuning parameter
Jie Zhou