Function to update group-level sparse covariance matrix Omega_0 / precision matrix Omega_0

Function to update group-level sparse covariance matrix Omega_0 / precision matrix Omega_0

Usage

omega0_update(omega_0, D, nu, lambda_3)

Arguments

omega_0

Matrix, current precision matrix Omega

D

Matrix, sum_k Omega_k / tau_k

nu

Numeric, sum_k tau_k

lambda_3

Numeric, penalty on L1 Norm of omega_0