clime-internal {clime}R Documentation

internal clime functions

Description

Internal clime functions

Usage

likelihood(Sigma, Omega)
tracel2(Sigma, Omega)

Arguments

Sigma

Covariance matrix.

Omega

Inverse covariance matrix.

Details

There are not intended for use by users.

Author(s)

T. Tony Cai, Weidong Liu and Xi (Rossi) Luo
Maintainer: Xi (Rossi) Luo xi.rossi.luo@gmail.com

References

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.


[Package clime version 0.4.1 Index]