loss:
Calculate the loss function value for the estimation.
Description
Calculate the loss function value for the estimation, given the estimation of two precision matrices and the sample covariance matrices of two sample classes.
Usage
loss(D, S1, S0)
Arguments
D
The difference of two precision matrics estimation.
S1
The sample covariance matrix for one sample class.
S0
The sample covariance matrix for one sample class.
Value
A vector of loss function value by different matrix norms.
References
Huili Yuan, Ruibin Xi and Minghua Deng(2015). Differential Network Analysis via the Lasso Penalized D-Trace Loss. http://arxiv.org/abs/1511.09188