rsggm (version 0.3.1)

out: out (Output parameters for specific gamma and lambda)

Description

Output parameters for specific gamma and lambda

Usage

out(object, gamma, lambda)

Arguments

object

An object made by rsggm function.

gamma

A value of gamma.

lambda

A value of lambda.

Value

Omega

inverse covariance matrix

mu

mean vector

weight

weight obtained by the gamma-lasso algorithm

nedges

number of edges

lambda

lambda

gamma

gamma

References

Hirose, K. and Fujisawa, H. (2017). Robust sparse Gaussian graphical modeling, Journal of Multivariate Analysis, 161, 172-190. Fujisawa, H., and Eguchi, S. (2008). Robust parameter estimation with a small bias against heavy contamination, Journal of Multivariate Analysis, 99(9), 2053-2081.

See Also

rsggm object

Examples

# NOT RUN {
#generate data
set.seed(1234)
x <- rsggm.generator(N=200,p=20)

#fit the robust sparse Gaussian graphical modeling
fit <- rsggm(x,gamma=c(0.05,0.1),delta=0.2)

#output the result for specitic gamma and lambda
out(fit,gamma=0.05,lambda=0.2)
# }