Penalised Likelihood Estimation of a Covariance Matrix
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Documentation for package ‘gicf’ version 1.0
Help Pages
| gicf-package | Penalised Likelihood Estimation of a Covariance Matrix |
| gcgmloglik | Gaussian Covariance Graphical Model Loglikelihood function |
| gicf | Penalised maximum likelihood covariance matrix estimation |
| Hyperparameters | Maximum effective range of regularisation parameters |
| kappamax | Maximum effective range of regularisation parameters |
| lambdamax | Maximum effective range of regularisation parameters |