Derive the Joint Graphical Lasso estimation result by AIC tuning parameter selection

Derive the Joint Graphical Lasso estimation result by AIC tuning parameter selection

getJGLTuningParamResult(GauList, l1vec = NULL, l2vec = NULL)

Arguments

GauList	a list of gaussian distributed matrices
l1vec	a vector of candidate values for lambda1, if NULL, the values will be 1:5/20
l2vec	a vector of candidate values for lambda2, if NULL, the values will be 1:5/50

Value

aic.vec: a table of AIC values ; jgl.res: the JGL result object