glasso.invcov {nethet} | R Documentation

## Graphical Lasso based on inverse correlation penalty

### Description

Graphical Lasso based on inverse correlation penalty

### Usage

    glasso.invcov(s, rho, penalize.diagonal, term = 10^{     -3 })

### Arguments

`s` | no descr
`rho` | no descr
`penalize.diagonal` | no descr
`term` | no descr

### Value

w; wi; iter

### Author(s)

n.stadler

[Package nethet version 1.26.0 Index]