This PR fixes the documentation for weight least squares option. It also adds an example to the vignette, and a KKT check in the tests for loss='wls' . This PR closes #7 . Please note that loss='wls' has only been implemented in gglasso::gglasso. There is currently no option for cross-validation with weights, i.e., gglasso::cv.gglasso(..., loss = 'wls') will return an error.
This PR fixes the documentation for weight least squares option. It also adds an example to the vignette, and a KKT check in the tests for
loss='wls'. This PR closes #7 . Please note thatloss='wls'has only been implemented ingglasso::gglasso. There is currently no option for cross-validation with weights, i.e.,gglasso::cv.gglasso(..., loss = 'wls')will return an error.