Longitudinal Graphical Lasso

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Documentation for package ‘lglasso’ version 0.1.0

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heterlongraph Estimates of correlation parameters and precision matrix
homolongraph Estiamte of precision matrix and autocorrelaton parameter for homogeneous model
iss Quasi covariance matrix for subject i
lglasso Graphical Lasso for Longitudinal Data
lli_homo full log likelihood used in EBIC computation
ll_homo Value of likelihood function at given parameter
logdensity Complete likelihood function used in EM algorithm of heterogeneous marginal graphical lasso model
mle Maximum Likelihood Estimate of Precision Matrix and Correlation Parameters for Given Network
mle_alpha Maximum likelihood estimate of correlation parameter for given structure of precision matrix
mle_net Title
mle_tau Estiamte of precision matrix and autocorrelaton parameter for homogeneous model
phifunction Construct the temporal component fo correlation function
sample_data Sample Data