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Sorry if this is a stupid question but I've been stuck on how to code so that I can order rows of a matrix without paying attention to the diagonal elements. Say, for example, I have a matrix d...
I've only been using R on and off for 9 months and started using the glasso package for sparse covariance estimation. I know the concept is to shrink some of the elements of the covariance matrix to zero. However...
Hi, I've been trying to figure out a special set of covariance matrices that causes some symmetric zero elements in the inverse covariance matrix but am having trouble figuring out if that is possible. Say, for example, matrix a...
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