ggmtrust function

ggmtrust for penalised network

penalised network, work in progress.

ggmtrust(s, n, data = NULL, lambda = 1, pen = "lasso", params = NULL, method = "BHHH", 
         w.alasso = NULL, gamma = 1, a = 3.7)

Arguments

• s: Sample covariance matrix.
• n: Sample size.
• data: Data.
• lambda: Regularisation parameter.
• pen: Either "lasso" or "ridge".
• params: If different from null then these are taken as the starting values.
• method: Either "H" or "BHHH".
• w.alasso: weight for alasso.
• gamma: alasso param.
• a: scad param.

Details

penalised network, work in progress.

Returns

The function returns an object of class ggmtrust.