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I have been trying to find the glasso matrix for a covariance matrix input link:

enter image description here

SP_glasso_matrix= Glasso(SP_covar_matrix, rho=0)

Warning message returned is:

Warning message: In glasso(SP_covar_matrix, rho = 0) : With rho=0, there may be convergence problems if the input matrix is not of full rank

Is there something wrong with my covariance matrix? What is rho and how do I set it?

Spoody
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Kait
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  • Please `dput` your covariance matrix instead of posting a picture. You'll be more likely to get help then. For reference: https://stackoverflow.com/questions/5963269/how-to-make-a-great-r-reproducible-example – jmuhlenkamp Apr 04 '18 at 19:36
  • I cannot dput my data because the columns and rows are different in r than they are in the file I uploaded, and I have only been using R for 4 days, so knowing how to change this is a whole other problem, but thank you for the advice. – Kait Apr 04 '18 at 19:53

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