GJRM (version 0.2)

ggmtrust: ggmtrust for penalised network

Description

penalised network, work in progress.

Usage

ggmtrust(s, n, data = NULL, lambda = 1, pen = "lasso", params = NULL, method = "BHHH", 
         w.alasso = NULL, gamma = 1, a = 3.7)

Arguments

s

Sample covariance matrix.

n

Sample size.

data

Data.

lambda

Regularisation parameter.

pen

Either "lasso" or "ridge".

params

If different from null then these are taken as the starting values.

method

Either "H" or "BHHH".

w.alasso

weight for alasso.

gamma

alasso param.

a

scad param.

Value

The function returns an object of class ggmtrust.

Details

penalised network, work in progress.