Inference
$ pip install pymglassofrom pymglasso.simulate_data import sample_block_diag_matrix
p=6
n=20
K=3
Covariance, X = sample_block_diag_matrix(n, K, p)
from pymglasso.mglasso import mglasso_problem
Pb = mglasso_problem(X = X, lambda1=0, lambda2_start=0.2, lambda2_factor=1.4)
Pb.solution
pymglasso was created by Edmond. It is licensed under the terms of the MIT license.
pymglasso was created with cookiecutter and the py-pkgs-cookiecutter template.