mle_tau {lglasso} | R Documentation |
Estiamte of precision matrix and autocorrelaton parameter for homogeneous model
mle_tau(data, omega, type, 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. |
omega |
The maximum likelihood estiamte of precision matrix |
type |
Type of correlation function, which can take either "abs" or "qua". |
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