glasso.invcov {nethet} | R Documentation |
Graphical Lasso based on inverse correlation penalty
glasso.invcov(s, rho, penalize.diagonal, term = 10^{ -3 })
s |
no descr |
rho |
no descr |
penalize.diagonal |
no descr |
term |
no descr |
w; wi; iter
n.stadler