bdgraph.npn {BDgraph} | R Documentation |
Transfers non-Gaussian data to Gaussian.
bdgraph.npn( data, npn = "shrinkage", npn.thresh = NULL )
data |
An (n x p) |
npn |
A character with three options |
npn.thresh |
The truncation threshold; it is only for the truncated transformation ( |
An (n \times p) matrix of transferred data, if npn = "shrinkage" or "truncation"
, and
a non-paranormal correlation (p \times p) matrix, if npn = "skeptic"
.
Reza Mohammadi a.mohammadi@uva.nl
Liu, H., et al (2012). High Dimensional Semiparametric Gaussian Copula Graphical Models, Annals of Statistics, 40(4):2293-2326
Zhao, T. and Liu, H. (2012). The huge Package for High-dimensional Undirected Graph Estimation in R
, Journal of Machine Learning Research, 13:1059-1062
bdgraph.sim
, bdgraph
, bdgraph.mpl
## Not run: # Generating multivariate normal data from a 'random' graph data.sim <- bdgraph.sim( n = 6, p = 4, size = 4 ) data <- ( data.sim $ data - 3 ) ^ 4 data # Transfer the data by truncation bdgraph.npn( data, npn = "truncation" ) # Transfer the data by shrunken bdgraph.npn( data, npn = "shrunken" ) # Transfer the data by skeptic bdgraph.npn( data, npn = "skeptic" ) ## End(Not run)