LassoNet (version 0.8.3)

matrix.M.update: Updates connection sign matrix.

Description

Updates M using relation \((M)_{ij} = -\hat{\xi}_{ij} |(M_1)|_{ij}\).

Usage

matrix.M.update(M, xi)

Arguments

M

penalty matrix

xi

estimated \(\hat{\xi}_{ij}\) matrix

Value

M

updated M

Details

Updates M

References

Weber, M., Striaukas, J., Schumacher, M., Binder, H. "Network-Constrained Covariate Coefficient and Connection Sign Estimation" (2018) <doi:10.2139/ssrn.3211163>

Examples

# NOT RUN {
p<-100
M<-diag(p)
xi<-matrix(rnorm(p*p), p, p)
matrix.M.update(M,xi)
# }