cv.glasso: Crossvalidation for GLasso
Description
Crossvalidation for GLassoUsage
## S3 method for class 'glasso':
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)