Interface CovarianceSelectionSolver
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- All Known Implementing Classes:
CovarianceSelectionGLASSOFAST
,CovarianceSelectionLASSO
public interface CovarianceSelectionSolver
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Method Summary
All Methods Instance Methods Abstract Methods Modifier and Type Method Description Matrix
covariance()
Get the estimated Covariance matrix of the selection problem.Matrix
inverseCovariance()
Get the estimated inverse Covariance matrix of the selection problem.
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Method Detail
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covariance
Matrix covariance()
Get the estimated Covariance matrix of the selection problem.- Returns:
- the estimated Covariance matrix
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inverseCovariance
Matrix inverseCovariance()
Get the estimated inverse Covariance matrix of the selection problem.- Returns:
- the estimated Covariance matrix
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