logdensity {lglasso}

Complete likelihood function used in EM algorithm of heterogeneous marginal graphical lasso model

Description

Complete likelihood function used in EM algorithm of heterogeneous marginal graphical lasso model

Usage

logdensity(idata, omega, tau, alpha, type)

Arguments

idata

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

omega

Precision matrix

tau

Correlation parameter

alpha

Parameter in exponential distribution

type

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

Value

Value of complete likelihood function at given value of omega, tau and alpha

Author(s)

Jie Zhou