weightEstim {DWLasso} | R Documentation |
Estimating weights from the degree of the inferred network
Description
This function estimates weigths from the degree of the inferred network using iterative procedure. This function is called from the main functon DWLasso.R
Usage
weightEstim(dat, lam=0.4, a=1, tol=1e-6)
Arguments
dat |
An input matrix. The columns represent variables and the rows indicate observations. |
lam |
A penalty parameter that controls degree sparsity of the inferred network |
a |
A parameter of the update equation that controls the convergence of weights |
tol |
Tolerance |
Value
w.dat |
Estimated weight vector from the last iteration at which the algorithm converges |
Author(s)
Nurgazy Sulaimanov, Sunil Kumar and Heinz Koeppl
References
Nurgazy Sulaimanov, Sunil Kumar, Frederic Burdet, Mark Ibberson, Marco Pagni, Heinz Koeppl. Inferring hub networks using weighted degree Lasso. http://arxiv.org/abs/1710.01912.
Examples
library(DWLasso)
library(glmnet)
library(hglasso)
# Generate inverse covariance matrix with 3 hubs
# 20 % of the elements within a hub are zero
# 97 % of the elements that are not within hub nodes are zero
p <- 60 # Number of variables
n <- 40 # Number of samples
hub_number = 3 # Number of hubs
# Generate the adjacency matrix
Theta <- HubNetwork(p,0.97,hub_number,0.2)$Theta
# Generate a data matrix
out <- rmvnorm(n,rep(0,p),solve(Theta))
# Standardize the data
dat <- scale(out)
# Estimate weights from the degrees of the inferred network
w.est <- weightEstim(dat, lam=0.4, a=1, tol=1e-6)
[Package DWLasso version 1.1 Index]