cglasso_example

A synthetic dataset used to illustrate complex-valued graphical Lasso.

datasets

Implements 'glmnet'-style complex-valued lasso and
complex-valued graphical lasso using a 'pathwise' coordinate descent
algorithm for complex-valued parameters. The package provides
supporting tools for estimation, simulation, and prediction. See Deb
(2024) <doi:10.48550/ArXiv.2401.11128> for the algorithm description.

Younghoon Kim

cxreg

Complex-Valued Lasso and Complex-Valued Graphical Lasso

Navonil Deb

Sumanta Basu

cglasso_example function

A list with components:<dl>
<dt>S</dt>
<dd>Spectral density matrix</dd><dt>n</dt>
<dd>Sample size</dd>
</dl>

Format

Example Data for CGLASSO — cglasso_example

A list with components:<dl>
<dt>S</dt>
<dd>Spectral density matrix</dd>

<dt>n</dt>
<dd>Sample size</dd>


</dl>

cglasso_example: Example Data for CGLASSO

Description

Usage

Arguments

Format