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2011 Oct 19
1
Sparse covariance estimation (via glasso) shrinking to a "nonzero" constant
...trix(0, nrow = n, ncol = n) } if (start.type == "warm") { is = 1 if (is.null(w.init) | is.null(wi.init)) { stop("Warm start specified: w.init and wi.init must be non-null") } ww = w.init xx = wi.init } itrace = 1 * trace ipen = 1 * (penalize.diagonal) ia = 1 * approx mode(rho) = "double" mode(s) = "double" mode(ww) = "double" mode(xx) = "double" mode(n) = "integer" mode(maxit) = "integer" mode(ia) =...