Local Group Graphical Lasso Estimation

Documentation for package ‘loggle’ version 1.0

example	An example dataset of time-varying graphs
example_source	Source code for generating time-varying graphs
loggle	A function to learn time-varying graphical models
loggle.cv	A function to learn time-varying graphical models via cross validation
loggle.cv.h	A function to learn time-varying graphical models via cross validation (with 'h' fixed)
loggle.cv.select	A function to conduct model selection based on cross validation results
loggle.cv.select.h	A function to conduct model selection based on cross validation results (with 'h' fixed)
loggle.cv.vote	A function to learn time-varying graphical models using cv.vote
loggle.refit	A function to conduct model refitting given learned graph structures
stockdata	Stock prices of S&P 500 companies from 2007 to 2016
stockdata_source	Source code for stock prices of S&P 500 companies from 2007 to 2016