tridiag

base

<p>option to generate n observations from covariance matrix S</p>

<p>Generate p-dimensional matrices so that its inverse is tri-diagonal.</p>

internal

Estimates a penalized precision matrix via an augmented ADMM algorithm. This package is an implementation of the methods described in "Shrinking Characteristics of Precision Matrix Estimators" by Aaron J. Molstad, PhD and Adam J. Rothman, PhD. The manuscript can be found here: <doi:10.1093/biomet/asy023> .

tridiag: Generate tri-diagonal matrices

Description

Usage

Arguments

Value