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ptrace
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) =...