heterlongraph {lglasso} | R Documentation |
Estimates of correlation parameters and precision matrix
heterlongraph(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 used in graphical lasso |
type |
Type of correlation function, which can take either "abs" or "sqr". |
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 |
S list with three components which are the final estimate of alpha, tau and precision matrix omega
Jie Zhou