mle_tau {lglasso}

Estiamte of precision matrix and autocorrelaton parameter for homogeneous model

Description

Estiamte of precision matrix and autocorrelaton parameter for homogeneous model

Usage

mle_tau(data, omega, type, 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.

omega

The maximum likelihood estiamte of precision matrix

type

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

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