Function reference • mglasso

All functions

adj_mat(): Adjacency matrix

beta_ols(): Initialize regression matrix

beta_to_vector(): Transform a matrix of regression coefficients to vector removing the diagonal

conesta(): CONESTA solver.

cost(): `Mglasso` cost function

dist_beta(): Compute distance matrix between regression vectors

fun_lines(): weighted sum/difference of two regression vectors

image_sparse(): Plot the image of a matrix

install_conesta(): Install CONESTA solver

merge_clusters(): compute clusters partition from pairs of variables to merge

mglasso(): Inference of Multiscale Gaussian Graphical Model.

plot_clusterpath(): Plot MGLasso Clusterpath

plot_mglasso(): Plot mglasso function output.

precision_to_regression(): Compute precision matrix from regression vectors

symmetrize(): Apply symmetrization on estimated graph