Complete likelihood function used in EM algorithm of heterogeneous marginal graphical lasso model
logdensity(idata, omega, tau, alpha, type)Data matrix for the subject i in which the first column is id for subject, the second column is the time points of observation. Columns 2 to (p+2) is the observations for p variables.
Precision matrix
Correlation parameter
Parameter in exponential distribution
Type of correlation function, which can take either "abs" or "qua".
Value of complete likelihood function at given value of omega, tau and alpha