public class CovarianceSelectionGLASSOFAST extends Object implements CovarianceSelectionSolver
Constructor and Description |
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CovarianceSelectionGLASSOFAST(CovarianceSelectionProblem problem)
Solves the maximum likelihood problem for covariance selection.
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Modifier and Type | Method and Description |
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Matrix |
covariance()
Gets the estimated covariance matrix.
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Matrix |
inverseCovariance()
Gets the inverse of the estimated covariance matrix.
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boolean |
isConverged()
Checks if the algorithm converges.
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public CovarianceSelectionGLASSOFAST(CovarianceSelectionProblem problem)
problem
- the covariance selection problempublic Matrix covariance()
covariance
in interface CovarianceSelectionSolver
public Matrix inverseCovariance()
inverseCovariance
in interface CovarianceSelectionSolver
public boolean isConverged()
true
if the algorithm stops before maximum iteration is
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