Function reference • TransCLIME

All functions

ADMM_proj(): Sourced from: https://rdrr.io/github/celiaescribe/BDcocolasso/src/R/ADMM_proj.R ADMM algorithm

Agg(): LS aggregation function

BH.func(): FDR control function with input

DB.clime.FDR(): DB.clime.FDR is SOMETHING

Dist(): Compute the estimation errors based on the test samples

Myfastclime.s(): Algorithm based on fastclime package min \|Theta\|_1 subject to \|cov(X)%%Theta-Bmat\|_max <=lambda (if X is the raw sample) subject to \|X%%Theta-Bmat\|_max <=lambda (if X is the sample covariance matrix)

Spd.proj(): Compute the semi-positive definite projection of SigA.hat with smallest eigenvalue lower bounded by eps

Trans.CLIME(): The main TransCLIME algorithm

cv.clime(): Cross validation for selecting tuning parameters

jgl.fun(): Joint graph estimator function from Guo et al. (2011)

l1proj(): Sourced from: https://rdrr.io/github/celiaescribe/BDcocolasso/src/R/ADMM_proj.R