## ---- include = FALSE--------------------------------------------------------- knitr::opts_chunk$set( collapse = TRUE, comment = "#>", eval = FALSE ) ## ----eval = FALSE------------------------------------------------------------- # install.packages('reticulate') # reticulate::install_miniconda() ## ----eval = FALSE------------------------------------------------------------- # # install.packages('mglasso') # remotes::install_github("desanou/mglasso") ## ----------------------------------------------------------------------------- # library(mglasso) # install_pylearn_parsimony(envname = "rmglasso", method = "conda") # reticulate::use_condaenv("rmglasso", required = TRUE) # reticulate::py_config() ## ----------------------------------------------------------------------------- # library(Matrix) # n = 50 # K = 3 # p = 9 # rho = 0.85 # blocs <- list() # # for (j in 1:K) { # bloc <- matrix(rho, nrow = p/K, ncol = p/K) # for(i in 1:(p/K)) { bloc[i,i] <- 1 } # blocs[[j]] <- bloc # } # # mat.correlation <- Matrix::bdiag(blocs) # corrplot::corrplot(as.matrix(mat.correlation), method = "color", tl.col="black") ## ----------------------------------------------------------------------------- # set.seed(11) # X <- mvtnorm::rmvnorm(n, mean = rep(0,p), sigma = as.matrix(mat.correlation)) # colnames(X) <- LETTERS[1:9] ## ----------------------------------------------------------------------------- # X <- scale(X) # res <- mglasso(X, lambda1 = 0.2*n, lambda2_start = 0.1, fuse_thresh = 1e-3, verbose = FALSE) ## ----------------------------------------------------------------------------- # temp <- mglasso::conesta(X, lam1 = 0.2*n, lam2 = 0.1) ## ----------------------------------------------------------------------------- # library(ggplot2) # library(ggrepel) # mglasso:::plot_clusterpath(as.matrix(X), res) ## ----------------------------------------------------------------------------- # plot_mglasso(res)