Estimation of the network structure (edges)

The network is estimated with the adaptive Graphical-Lasso, where weigths are inversely proportional to the probability of connection estimated by the SBM

estimate_network(S, lambda, W = matrix(1, nrow(S), ncol(S)))

Arguments

S	a d x d symmetric empirical covariance matrix
lambda	postive real tuning the network sparsity
W	a d x d matrix of weights