sparse_conc

Dimensionality of inverse covariance matrix

Number of non-zero entries per inverse covariance matrix

Number of non-zero entries shared across different inverse covariance matrices

s.common

magn.nz

Should SigInv be scaled to have diagonal equal one, siginv=parcor ?

scale.parcor

Generates sparse inverse covariance matrices

internal

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).

sparse_conc: Generates sparse inverse covariance matrices

Description

Usage

Arguments

Value