Tlasso (version 1.0.2)

Non-Convex Optimization and Statistical Inference for Sparse Tensor Graphical Models

Description

An optimal alternating optimization algorithm for estimation of precision matrices of sparse tensor graphical models, and an efficient inference procedure for support recovery of the precision matrices.

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Version

Install

install.packages('Tlasso')

Monthly Downloads

145

Version

1.0.2

License

GPL (>= 2)

Maintainer

Xiang Lyu

Last Published

February 1st, 2022

Functions in Tlasso (1.0.2)

Tlasso

Non-Convex Optimization and Statistical Inference for Sparse Tensor Graphical Models

covres

Sample Covariance Matrix of Residuals

infer.analysis

Inference Performance Measures

ChainOmega

Precision Matrix of Triangle Graph

NeighborOmega

Precision Matrix of Nearest-Neighbor Graph

graph.pattern

Graph Pattern Visualization

Trnorm

Separable Tensor Normal Distribution

Tlasso.fit

Non-Convex Optimization for Sparse Tensor Graphical Models

biascor

Bias Correction of Sample Covariance of Residuals

est.analysis

Estimation Errors and TPR/TNR

signal

Regression Parameter of Conditional Linear Model

varcor

Variance Correction of Sample Covariance of Residuals