General fit functions

+estimator/fit.m

@@ -0,0 +1,26 @@
+function [results] = fit(X,options)
+%ESTIMATOR.FIT() Fits graphical model estimator specified by options
+% 
+
+    results = {};
+
+    if(isempty('options'))
+        options = create_options();
+    end
+    results.options = options;
+
+    switch options.model
+
+	case 'gaussian'
+        [covariance_estimate, inverse_covariance_estimate, sample_covariance, fit_options] = estimator.penalized_mle_inverse_covariance(X,options);
+
+	otherwise
+		disp('Not yet supported');
+	end
+
+    results.covariance_estimate = covariance_estimate;
+    results.inverse_covariance_estimate = inverse_covariance_estimate;
+    results.sample_covariance = sample_covariance;
+    results.fit_options = fit_options;
+
+end