homolongraph {lglasso}

Estiamte of precision matrix and autocorrelaton parameter for homogeneous model

Description

Estiamte of precision matrix and autocorrelaton parameter for homogeneous model

Usage

homolongraph(data, rho, type, tole, lower, upper)

Arguments

data

Data matrix in which the first column is subject id, the second column is the time points of observation. Columns 2 to (p+2) is the observations for p variables.

rho

Tuning parameter for graphical lasso

type

Type of correlation function, which can take either "abs" or "qua".

tole

Error tolerance for determination of convergence of EM algorithm

lower

Lower bound for prediction of correlation parameter tau

upper

Upper bound for prediction of correlation parameter tau

Value

A list for estimates of precision matrix and correlation parameter for given tuning parameter

Author(s)

Jie Zhou