43 const char*
get_name()
const {
return "SparseInverseCovariance"; };
106 void register_parameters();
CSparseInverseCovariance()
const char * get_name() const
void set_xtol(int32_t xtol)
void set_lasso_max_iter(int32_t lasso_max_iter)
void set_max_iter(int32_t max_iter)
int32_t get_lasso_max_iter() const
void set_x_gap(int32_t x_gap)
Class SGObject is the base class of all shogun objects.
float64_t get_f_gap() const
virtual ~CSparseInverseCovariance()
all of classes and functions are contained in the shogun namespace
SGMatrix< float64_t > estimate(SGMatrix< float64_t > S, float64_t lambda_c)
float64_t get_xtol() const
used to estimate inverse covariance matrix using graphical lasso
int32_t get_max_iter() const
void set_f_gap(int32_t f_gap)
float64_t get_x_gap() const