listInverseBlocks

Sigma

<p>List all the inverse matrices of the leading sub-matrix of P=Sigma^-1
(INTERNAL)</p>

internal

Estimation of covariance matrices as solutions of
continuous time Lyapunov equations.
Sparse coefficient matrix and diagonal noise are estimated
with a proximal gradient
method for an l1-penalized loss minimization problem.
Varando G, Hansen NR (2020) <arXiv:2005.10483>.

Gherardo Varando

gclm

Graphical Continuous Lyapunov Models

Niels Richard Hansen

listInverseBlocks function

List all the inverse matrices of the leading sub-matrix of P=Sigma^-1
(INTERNAL) — listInverseBlocks

List all the inverse matrices of the leading sub-matrix of P=Sigma^-1
(INTERNAL)

listInverseBlocks: List all the inverse matrices of the leading sub-matrix of P=Sigma^-1 (INTERNAL)

Description

Usage

Arguments

Value