penalty {GGMselect}

Penalty function

Description

Compute the penalty function of GGMselect.

Usage

penalty(p,n, dmax=min(3,n-3,p-1), K=2.5) 

Arguments

p

the number of variables. p should be greater than 1.

n

the sample size. n should be greater than 3.

dmax

integer or p-dimensional vector of integers smaller or equal to min(n-3, p-1). When dmax is a scalar, it gives the maximum degree of the estimated graph. When dmax is a vector, dmax[a] gives the maximum degree of the node a. Default value: min(3,n-3,p-1).

K

scalar or vector of real numbers larger than 1. Tuning parameter of the penalty function.

Details

More details are available on ../doc/Notice.pdf

Value

A matrix of dimension (max(Dmax)+1) x length(K). The entry [d+1,k] gives the value of the penalty for the dimension d and the parameter K[k].

Author(s)

Bouvier A, Giraud C, Huet S, Verzelen N

References

Please use citation("GGMselect")

See Also

selectQE, selectMyFam, selectFast, simulateGraph, convertGraph

Examples

p=30
n=30
pen <- penalty(p,n, 3)