clime-internal {clime} | R Documentation |
Internal clime functions
likelihood(Sigma, Omega)
tracel2(Sigma, Omega)
Sigma |
Covariance matrix. |
Omega |
Inverse covariance matrix. |
There are not intended for use by users.
T. Tony Cai, Weidong Liu and Xi (Rossi) Luo
Maintainer: Xi (Rossi) Luo xi.rossi.luo@gmail.com
Cai, T.T., Liu, W., and Luo, X. (2011).
A constrained \ell_1
minimization approach for sparse precision matrix estimation.
Journal of the American Statistical Association 106(494): 594-607.