screen_shrink {nethet} | R Documentation |
Shrinkage approach for estimating Gaussian graphical model
screen_shrink(x, include.mean = NULL, trunc.method = "linear.growth", trunc.k = 5)
x |
The input data. Needs to be a num.samples by dim.samples matrix. |
include.mean |
Include mean in likelihood. TRUE / FALSE (default). |
trunc.method |
None / linear.growth (default) / sqrt.growth |
trunc.k |
truncation constant, number of samples per predictor (default=5) |
Returns a list with named elements 'rho.opt', 'wi', 'wi.orig'. Variable rho.opt=NULL (no tuning parameter involved). The variables wi and wi.orig are matrices of size dim.samples by dim.samples containing the truncated and untruncated inverse covariance matrix.
n.stadler