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nethet (version 1.4.2)

cv.glasso: Crossvalidation for GLasso

Description

Crossvalidation for GLasso

Usage

## S3 method for class 'glasso':
cv(x, folds = 10, lambda, penalize.diagonal = FALSE,
  plot.it = FALSE, se = TRUE, include.mean = FALSE)

Arguments

x
no descr
folds
no descr
lambda
lambda-grid (increasing!)
penalize.diagonal
no descr
plot.it
no descr
se
no descr
include.mean
no descr

Value

  • no descr

Details

8! lambda-grid has to be increasing (see glassopath)