logdensity {lglasso} | R Documentation |
Complete likelihood function used in EM algorithm of heterogeneous marginal graphical lasso model
logdensity(idata, omega, tau, alpha, type)
idata |
Data matrix for the subject i in which the first column is id for subject, the second column is the time points of observation. Columns 2 to (p+2) is the observations for p variables. |
omega |
Precision matrix |
tau |
Correlation parameter |
alpha |
Parameter in exponential distribution |
type |
Type of correlation function, which can take either "abs" or "qua". |
Value of complete likelihood function at given value of omega, tau and alpha
Jie Zhou