rags2ridges: is.Xlist – R documentation

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is.Xlist

Test if fused list-formats are correctly used

Description

Function to check if the argument submits to the various list-formats used by the fused ridge estimator and related functions are correct. That is, it tests if generic fused list arguments (such as Slist, Tlist, Plist, Ylist) are properly formatted.

Usage

is.Xlist(Xlist, Ylist = FALSE, semi = FALSE)

Arguments

`Xlist`	A `list` of precision matrices of equal size (`Plist`), sample covariance matrices (`Slist`), data matrices (`Ylist`)
`Ylist`	`logical`. Is `Xlist` a `list` of data matrices with the same number of columns (`Ylist`).
`semi`	`logical`. Should the matrices in the list be tested to be positive semi definite or positive definite?

Value

Returns TRUE if all tests are passed, throws error if not.

Author(s)

Anders Bilgrau, Carel F.W. Peeters <cf.peeters@vumc.nl>, Wessel N. van Wieringen

References

Bilgrau, A.E., Peeters, C.F.W., Eriksen, P.S., Boegsted, M., and van Wieringen, W.N. (2020). Targeted Fused Ridge Estimation of Inverse Covariance Matrices from Multiple High-Dimensional Data Classes. Journal of Machine Learning Research, 21(26): 1-52.

van Wieringen, W.N. & Peeters, C.F.W. (2016). Ridge Estimation of Inverse Covariance Matrices from High-Dimensional Data, Computational Statistics & Data Analysis, vol. 103: 284-303. Also available as arXiv:1403.0904v3 [stat.ME].

Examples

Slist <- createS(n = c(4, 6, 9), p = 10)
is.Xlist(Slist, semi = TRUE)

rags2ridges

Ridge Estimation of Precision Matrices from High-Dimensional Data

v2.2.4

GPL (>= 2)

Authors

Carel F.W. Peeters [cre, aut], Anders Ellern Bilgrau [aut], Wessel N. van Wieringen [aut]

Initial release