Local Group Graphical Lasso Estimation


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Documentation for package ‘loggle’ version 1.0

Help Pages

example An example dataset of time-varying graphs
example_source Source code for generating time-varying graphs
loggle A function to learn time-varying graphical models
loggle.cv A function to learn time-varying graphical models via cross validation
loggle.cv.h A function to learn time-varying graphical models via cross validation (with 'h' fixed)
loggle.cv.select A function to conduct model selection based on cross validation results
loggle.cv.select.h A function to conduct model selection based on cross validation results (with 'h' fixed)
loggle.cv.vote A function to learn time-varying graphical models using cv.vote
loggle.refit A function to conduct model refitting given learned graph structures
stockdata Stock prices of S&P 500 companies from 2007 to 2016
stockdata_source Source code for stock prices of S&P 500 companies from 2007 to 2016