mle_alpha {lglasso}

Maximum likelihood estimate of correlation parameter for given structure of precision matrix

Description

Maximum likelihood estimate of correlation parameter for given structure of precision matrix

Usage

mle_alpha(data, alpha0, omega, 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.

alpha0

Initial value for the parameter in exponential distribution

omega

Fixed value for precision matrix

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

Author(s)

Jie Zhou