Graphical Continuous Lyapunov Models
Documentation for package ‘gclm’ version 0.0.1
DESCRIPTION file
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Help Pages
B0
Generate a naive stable matrix
clyap
Solve continuous-time Lyapunov equations
gclm
l1 penalized loss estimation for GCLM
gclm.lowertri
Recover lower triangular GCLM
gclm.path
l1 penalized loss estimation for GCLM