EBICglasso.qgraph {EGAnet}

EBICglasso from qgraph 1.4.4

Description

This function uses the glasso package (Friedman, Hastie and Tibshirani, 2011) to compute a sparse gaussian graphical model with the graphical lasso (Friedman, Hastie & Tibshirani, 2008). The tuning parameter is chosen using the Extended Bayesian Information criterion (EBIC) described by Foygel & Drton (2010).

Usage

EBICglasso.qgraph(
  data,
  n = NULL,
  corr = c("auto", "cor_auto", "pearson", "spearman"),
  na.data = c("pairwise", "listwise"),
  gamma = 0.5,
  penalize.diagonal = FALSE,
  nlambda = 100,
  lambda.min.ratio = 0.1,
  returnAllResults = FALSE,
  penalizeMatrix,
  countDiagonal = FALSE,
  refit = FALSE,
  model.selection = c("EBIC", "JSD"),
  verbose = FALSE,
  ...
)

Arguments

data

Matrix or data frame. Should consist only of variables to be used in the analysis

n

Numeric (length = 1). Sample size if data provided is a correlation matrix

corr

Character (length = 1). Method to compute correlations. Defaults to "auto". Available options:

• "auto" — Automatically computes appropriate correlations for the data using Pearson's for continuous, polychoric for ordinal, tetrachoric for binary, and polyserial/biserial for ordinal/binary with continuous. To change the number of categories that are considered ordinal, use ordinal.categories (see polychoric.matrix for more details)

• "cor_auto" — Uses cor_auto to compute correlations. Arguments can be passed along to the function

• "pearson" — Pearson's correlation is computed for all variables regardless of categories

• "spearman" — Spearman's rank-order correlation is computed for all variables regardless of categories

na.data

Character (length = 1). How should missing data be handled? Defaults to "pairwise". Available options:

• "pairwise" — Computes correlation for all available cases between two variables

• "listwise" — Computes correlation for all complete cases in the dataset

gamma

Numeric (length = 1) EBIC tuning parameter. Defaults to 0.50 and is generally a good choice. Setting to 0 will cause regular BIC to be used

penalize.diagonal

Boolean (length = 1). Should the diagonal be penalized? Defaults to FALSE

nlambda

Numeric (length = 1). Number of lambda values to test. Defaults to 100

lambda.min.ratio

Numeric (length = 1). Ratio of lowest lambda value compared to maximal lambda. Defaults to 0.1. NOTE qgraph sets the default to 0.01

returnAllResults

Boolean (length = 1). Whether all results should be returned. Defaults to FALSE (network only). Set to TRUE to access glassopath output

penalizeMatrix

Boolean matrix. Optional logical matrix to indicate which elements are penalized

countDiagonal

Boolean (length = 1). Should diagonal be counted in EBIC computation? Defaults to FALSE. Set to TRUE to mimic qgraph < 1.3 behavior (not recommended!)

refit

Boolean (length = 1). Should the optimal graph be refitted without LASSO regularization? Defaults to FALSE

model.selection

Character (length = 1). How lambda should be selected within GLASSO. Defaults to "EBIC". "JSD" is experimental and should not be used otherwise

verbose

Boolean (length = 1). Whether messages and (insignificant) warnings should be output. Defaults to FALSE (silent calls). Set to TRUE to see all messages and warnings for every function call

...

Arguments sent to glasso

Details

The glasso is run for 100 values of the tuning parameter logarithmically spaced between the maximal value of the tuning parameter at which all edges are zero, lambda_max, and lambda_max/100. For each of these graphs the EBIC is computed and the graph with the best EBIC is selected. The partial correlation matrix is computed using wi2net and returned.

Value

A partial correlation matrix

Author(s)

Sacha Epskamp; for maintanence, Hudson Golino <hfg9s at virginia.edu> and Alexander P. Christensen <alexpaulchristensen at gmail.com>

References

Instantiation of GLASSO
Friedman, J., Hastie, T., & Tibshirani, R. (2008). Sparse inverse covariance estimation with the graphical lasso. Biostatistics, 9, 432-441.

glasso + EBIC
Foygel, R., & Drton, M. (2010). Extended Bayesian information criteria for Gaussian graphical models. In Advances in neural information processing systems (pp. 604-612).

glasso package
Friedman, J., Hastie, T., & Tibshirani, R. (2011). glasso: Graphical lasso-estimation of Gaussian graphical models. R package version 1.7.

Tutorial on EBICglasso
Epskamp, S., & Fried, E. I. (2018). A tutorial on regularized partial correlation networks. Psychological Methods, 23(4), 617–634.

Examples

# Obtain data
wmt <- wmt2[,7:24]

# Compute graph with tuning = 0 (BIC)
BICgraph <- EBICglasso.qgraph(data = wmt, gamma = 0)

# Compute graph with tuning = 0.5 (EBIC)
EBICgraph <- EBICglasso.qgraph(data = wmt, gamma = 0.5)