equSA (version 1.2.1)

solcov: Calculate covariance matrix and precision matrix

Description

Calculate the adjusted covriance matrix and precision matrix given the network structure from high dimesional dataset.

Usage

solcov(data, struct, tol=10^-5)

Arguments

data

A \(n\)x\(p\) data matrix.

struct

A preacquired adjacency matrix

tol

Tolerant value, default is 10^-5

Value

A list of two elements:

COV

Adjusted covriance matrix

PRE

Precision matrix

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References

Friedman, J., Hastie, T., and Tibshirani, R. (2001). The elements of statistical learning (Vol. 1). Springer, Berlin: Springer series in statistics.

Examples

# NOT RUN {
  
# }
# NOT RUN {
      
# }
# NOT RUN {
library(equSA)
data <- GauSim(100,200)
solcov(data$data,data$theta)
      
# }