Description Usage Arguments Value See Also Examples

View source: R/MultiLambdaCVfun.R

Creates penalized sample cross-product matrix, dimension `nxn`

.

1 | ```
SigmaFromBlocks(XXblocks, penalties, pairing = NULL)
``` |

`XXblocks` |
List of |

`penalties` |
Numeric vector, representing penaltyparameters. |

`pairing` |
Numerical vector of length 3 or |

Matrix of size `nxn`

.

A full demo and data are available from:

https://drive.google.com/open?id=1NUfeOtN8-KZ8A2HZzveG506nBwgW64e4

1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 | ```
#Example
#Simulate
Xbl1 <- matrix(rnorm(1000),nrow=10)
Xbl2 <- matrix(rnorm(2000),nrow=10)
#check whether dimensions are correct
ncol(Xbl1)==nrow(Xbl2)
#create cross-product
XXbl <- createXXblocks(list(Xbl1,Xbl2))
#suppose penalties for two data types equal 5,10, respectively
Sigma <- SigmaFromBlocks(XXbl,c(5,10))
#check dimensions (should be n x n)
dim(Sigma)
``` |

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