File: huge.ct.Rd

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% Generated by roxygen2: do not edit by hand
% Please edit documentation in R/huge.ct.R
\name{huge.ct}
\alias{huge.ct}
\title{Graph estimation via correlation thresholding (ct)}
\usage{
huge.ct(
  x,
  nlambda = NULL,
  lambda.min.ratio = NULL,
  lambda = NULL,
  verbose = TRUE
)
}
\arguments{
\item{x}{There are 2 options: (1) \code{x} is an \code{n} by \code{d} data matrix (2) a \code{d} by \code{d} sample covariance matrix. The program automatically identifies the input matrix by checking the symmetry. (\code{n} is the sample size and \code{d} is the dimension).}

\item{nlambda}{The number of regularization/thresholding parameters. The default value is \code{30} for \code{method = "ct"} and \code{10} for \code{method = "mb"}, \code{"glasso"} or \code{"tiger"}.}

\item{lambda.min.ratio}{If \code{method = "mb"}, \code{"glasso"} or \code{"tiger"}, it is the smallest value for \code{lambda}, as a fraction of the upperbound (\code{MAX}) of the regularization/thresholding parameter which makes all estimates equal to \code{0}. The program can automatically generate \code{lambda} as a sequence of length = \code{nlambda} starting from \code{MAX} to \code{lambda.min.ratio*MAX} in log scale. If \code{method = "ct"}, it is the largest sparsity level for estimated graphs. The program can automatically generate \code{lambda} as a sequence of length = \code{nlambda}, which makes the sparsity level of the graph path increases from \code{0} to \code{lambda.min.ratio} evenly.The default value is \code{0.1} when \code{method = "mb"}, \code{"glasso"} or \code{"tiger"}, and 0.05 \code{method = "ct"}.}

\item{lambda}{A sequence of decreasing positive numbers to control the regularization when \code{method = "mb"}, \code{"glasso"} or \code{"tiger"}, or the thresholding in \code{method = "ct"}. Typical usage is to leave the input \code{lambda = NULL} and have the program compute its own \code{lambda} sequence based on \code{nlambda} and \code{lambda.min.ratio}. Users can also specify a sequence to override this. When \code{method = "mb"}, \code{"glasso"} or \code{"tiger"}, use with care - it is better to supply a decreasing sequence values than a single (small) value.}

\item{verbose}{If \code{verbose = FALSE}, tracing information printing is disabled. The default value is \code{TRUE}.}
}
\description{
See more details in \code{\link{huge}}
}
\seealso{
\code{\link{huge}}, and \code{\link{huge-package}}.
}