cv.glasso: Crossvalidation for GLasso
Description
Crossvalidation for GLasso
Usage
"cv"(x, folds = 10, lambda, penalize.diagonal = FALSE, plot.it = FALSE, se = TRUE, include.mean = FALSE)
Arguments
lambda
lambda-grid (increasing!)
penalize.diagonal
no descr
Details
8! lambda-grid has to be increasing (see glassopath)