dd=Simulate(type="heter",n=n,p=p,m1=m1,m2=m2,tt=tt,alpha=2,group=2)
data1=cbind(1,dd$data$pre)
colnames(data1)[1]="group"
data2=cbind(2,dd$data$post)
colnames(data2)[1]="group"
ddata=rbind(data1,data2)
lambda1=exp(seq(-5,0,length=5))
lambda2=exp(seq(-5,-0,length=2))
lambda=expand.grid(lambda1,lambda2)
dim(ddata)
#> [1] 514 23
ddata[1:5,1:5]
#> group subject time V1 V2
#> 1 1 subject1 0.6968137 -0.15873792 -0.8547846
#> 2 1 subject1 1.5863664 -0.05490448 -0.8663066
#> 3 1 subject1 3.0773906 -0.18820877 -0.7081670
#> 4 1 subject1 5.9196679 -0.22311076 -0.7828992
#> 5 1 subject1 6.2327715 -0.20642160 -0.7833975
two-stage model
table(ddata[,1])
#>
#> 1 2
#> 257 257
bb=CVlglasso(data=ddata[,-1],group=ddata[,1],nlam = 10,K=10,random = TRUE)
#>
#> Number of cores used = 14
plot(bb)
