fabian-sp / GGLasso

A Python package for General Graphical Lasso computation
MIT License
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Fix data generation function #12

Closed fabian-sp closed 3 years ago

fabian-sp commented 3 years ago

For p large, data generation of powerlaw networks failed sometimes. This was due to the fact that the generated matrix A (see section 7.1.1 in Danaher et al.) was not always positive definite. This is now fixed by addding a sufficiently large multiple of the identity matrix.