Complex-Valued Lasso and Complex-Valued Graphical Lasso

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Documentation for package ‘cxreg’ version 1.1.2

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cxreg-package Complex-valued Lasso, graphical Lasso, and spectral inference
buildPredmat Build Prediction Matrix
buildPredmat.default Build Prediction Matrix
cglasso fit a complex-valued graphical lasso
cglasso.path fit a complex-valued graphical Lasso for a path of lambda values
cglasso_example Example data for cglasso
classo fit a complex-valued lasso
classo.control Internal classo parameters
classo.path fit a complex-valued lasso for a path of lambda values
classo_example Example data for classo
coef.classo Extract coefficients from a classo object
coef.cv.classo Extract coefficients from a cv.classo object
cv.classo Cross-validation for classo
cxreg Simulated data for the cxreg vignette
decglasso Debias the cglasso estimator
dft.all Discrete Fourier Transform of matrix X
dft.j Discrete Fourier Transform of matrix X at a fixed frequency omega_j
family.classo Extract the family from a classo object
family.classofit Extract the family from a classo object
family.cv.classo Extract the family from a classo object
fhat_at Smoothed periodogram at a fixed frequency
plot.cglasso Plot heatmap from a "cglasso" object
plot.classo plot coefficients from a "classo" object
plot.cv.classo plot the cross-validation curve produced by cv.classo
predict.classo Extract coefficients from a classo object
predict.cv.classo Make predictions from a "cv.classo" object
print.classo print a classo object
print.cv.classo print a cross-validated classo object
select_m Select the optimal bandwidth 'm' for spectral density estimation
spec.fdr FDR-controlled hypothesis testing for spectral precision matrix entries
spec.test Confidence regions and test statistics for spectral precision matrix entries
var.cov Variance-covariance estimation for the debiased spectral precision matrix
x Simulated data for the cxreg vignette
y Simulated data for the cxreg vignette