See more details in huge
huge.ct(
x,
nlambda = NULL,
lambda.min.ratio = NULL,
lambda = NULL,
verbose = TRUE,
input.type = "auto"
)There are 2 options: (1) x is an n by d data matrix (2) a d by d sample covariance matrix. The program automatically identifies the input matrix by checking the symmetry. (n is the sample size and d is the dimension).
The number of regularization/thresholding parameters. The default value is 20 for method = "ct" and 10 for method = "mb", "glasso" or "tiger".
If method = "mb", "glasso" or "tiger", it is the smallest value for lambda, as a fraction of the upperbound (MAX) of the regularization/thresholding parameter which makes all estimates equal to 0. The program can automatically generate lambda as a sequence of length = nlambda starting from MAX to lambda.min.ratio*MAX in log scale. If method = "ct", it is the largest sparsity level for estimated graphs. The program can automatically generate lambda as a sequence of length = nlambda, which makes the sparsity level of the graph path increases from 0 to lambda.min.ratio evenly.The default value is 0.1 when method = "mb", "glasso" or "tiger", and 0.05 when method = "ct".
A numeric scalar or non-empty one-dimensional numeric input
of finite, non-negative thresholds. Values are applied in the supplied
order, and zero is allowed. Leave
lambda = NULL to generate a path from nlambda and
lambda.min.ratio.
If verbose = FALSE, tracing information printing is disabled. The default value is TRUE.
How to interpret x: "auto" preserves
symmetry-based detection, "data" forces an observation matrix,
and "covariance" requires a square covariance or correlation
matrix.
The default path targets increasing numbers of undirected edges
and defines each graph by the strict rule
abs(correlation) > lambda. Equal-weight edges are never split, so
ties can make the realized sparsity smaller than the nominal target.
Reusing the returned lambda values therefore reconstructs the
same path. When lambda = NULL, nlambda must be a positive
integer and lambda.min.ratio must lie in (0, 1]. Supplying
lambda overrides those two arguments.
huge, and huge-package.