individual.est {BrainCon} | R Documentation |

## Estimate individual-level partial correlation coefficients

### Description

Estimate individual-level partial correlation coefficients in time series data
with `1-\alpha`

confidence intervals.
Note that these are confidence intervals for single parameters, not simultaneous confidence intervals.

### Usage

```
individual.est(
X,
lambda = NULL,
type = c("slasso", "lasso"),
alpha = 0.05,
ci = TRUE
)
```

### Arguments

`X` |
time series data of an individual which is a |

`lambda` |
a penalty parameter of order |

`type` |
a character string representing the method of estimation. |

`alpha` |
significance level, default value is |

`ci` |
a logical indicating whether to compute |

### Value

An `indEst`

class object containing two or four components.

`coef`

a `p*p`

partial correlation coefficients matrix.

`ci.lower`

a `p*p`

numeric matrix containing the lower bound of `1-\alpha`

confidence interval,
returned if `ci`

is `TRUE`

.

`ci.upper`

a `p*p`

numeric matrix containing the upper bound of `1-\alpha`

confidence interval,
returned if `ci`

is `TRUE`

.

`asym.ex`

a matrix measuring the asymptotic expansion of estimates, which will be used for multiple tests.

`type`

regression type in estimation.

### References

Qiu Y. and Zhou X. (2021).
Inference on multi-level partial correlations
based on multi-subject time series data,
*Journal of the American Statistical Association*, 00, 1-15.

Sun T. and Zhang C. (2012).
Scaled Sparse Linear Regression,
*Biometrika*, 99, 879–898.

Liu W. (2013).
Gaussian Graphical Model Estimation With False Discovery Rate Control,
*The Annals of Statistics*, 41, 2948–2978.

Ren Z., Sun T., Zhang C. and Zhou H. (2015).
Asymptotic Normality and Optimalities in Estimation of Large Gaussian Graphical Models,
*The Annals of Statistics*, 43, 991–1026.

### See Also

### Examples

```
## Quick example for the individual-level estimates
data(indsim)
# estimating partial correlation coefficients by scaled lasso
pc = individual.est(indsim)
```

*BrainCon*version 0.3.0 Index]