screen_shrink {nethet} | R Documentation

## Shrinkage approach for estimating Gaussian graphical model

### Description

Shrinkage approach for estimating Gaussian graphical model

### Usage

    screen_shrink(x, include.mean = NULL, trunc.method = "linear.growth",
      trunc.k = 5)

### Arguments

`x` | The input data. Needs to be a num.samples by dim.samples matrix.
`include.mean` | Include mean in likelihood. TRUE / FALSE (default).
`trunc.method` | None / linear.growth (default) / sqrt.growth
`trunc.k` | truncation constant, number of samples per predictor (default=5)

### Value

Returns a list with named elements 'rho.opt', 'wi', 'wi.orig'. Variable rho.opt=NULL (no tuning parameter involved). The variables wi and wi.orig are matrices of size dim.samples by dim.samples containing the truncated and untruncated inverse covariance matrix.

### Author(s)

n.stadler

[Package nethet version 1.26.0 Index]