gforce.PECOK

\(n x d\) matrix. Either this or <code>D</code> must be specified.

\(d x d\) matrix. Either this or <code>X</code> must be specified.

\(d x d\) matrix. If <code>D</code> is specified, this argument should be the
estimated covariance matrix. It is not strictly necessary to provide it, but it should be for
optimal performance. If <code>X</code> is specified, it will be ignored.

sigma_hat

tuning parameters. <code>NULL</code> signifies defaults will be used.

force_opts

initial iterate. <code>NULL</code> signifies that it will be generated randomly from <code>D_Kmeans</code>. If supplied, <code>E</code> must be supplied as well.

strictly feasible solutions. <code>NULL</code> signifies that it will be generated randomly. If supplied, <code>X0</code> must be supplied as well.

logical expression. If <code>gamma_par==TRUE</code>, then if \(\Gamma\) is computed,
a multi-threaded method is called, otherwise a single-threaded method is called.

gamma_par

Uses the FORCE algorithm to solve the PECOK SDP.

A complete suite of computationally efficient methods for high dimensional clustering and inference problems in G-Latent Models (a type of Latent Variable Gaussian graphical model). The main feature is the FORCE (First-Order, Certifiable, Efficient) clustering algorithm which is a fast solver for a semi-definite programming (SDP) relaxation of the K-means problem. For certain types of graphical models (G-Latent Models), with high probability the algorithm not only finds the optimal clustering, but produces a certificate of having done so. This certificate, however, is model independent and so can also be used to certify data clustering problems. The 'GFORCE' package also contains implementations of inferential procedures for G-Latent graphical models using n-fold cross validation. Also included are native code implementations of other popular clustering methods such as Lloyd's algorithm with kmeans++ initialization and complete linkage hierarchical clustering. The FORCE method is due to Eisenach and Liu (2019) <arxiv:1806.00530>.

gforce.PECOK: Solve PECOK with FORCE.

Description

Usage

Arguments

References

See Also