screen_cvtrunc.lasso

Truncation constant="number of samples per predictor" (default=5).

k.trunc

Cross-validated Lasso screening and additional truncation.

Package nethet is an implementation of statistical solid
    methodology enabling the analysis of network heterogeneity from
    high-dimensional data. It combines several implementations of recent
    statistical innovations useful for estimation and comparison of networks in
    a heterogeneous, high-dimensional setting. In particular, we provide code
    for formal two-sample testing in Gaussian graphical models (differential
    network and GGM-GSA; Stadler and Mukherjee, 2013, 2014) and make a novel
    network-based clustering algorithm available (mixed graphical lasso,
    Stadler and Mukherjee, 2013).

screen_cvtrunc.lasso: Cross-validated Lasso screening and additional truncation.

Description

Usage

Arguments

Value

Details

Examples