Usage
covTranspose11(xc, rhor, rhoc, row = TRUE, sigi.init = NULL,
delti.init = NULL, thr = 1e-04, maxit = 1000, trace = TRUE, thr.glasso
= 1e-04, maxit.glasso = 1000, pen.diag = TRUE)
Arguments
rhor
Row regularization parameter.
rhoc
Column regularization parameter.
row
Logical. TRUE = Start with row covariance.
sigi.init
Initialization for the row precision
matrix. (Optional).
delti.init
Initialization for the column precision
matrix. (Optional).
thr
Convergence threshold.
maxit
Maximum number of iterations.
trace
Prints matrix-variate log-likelihood for each iteration.
thr.glasso
Convergence threshold for the graphical lasso.
maxit.glasso
Maximum number of iterations for the graphical lasso.
pen.diag
Logical. Indicates whether the diagonal should be penalized.