selectMyFam {GGMselect}

Select a graph within a given family of graphs in Gaussian Graphical Modeling.

Description

Select a graph within a given family of graphs.

Usage

selectMyFam(X, MyFamily, K=2.5, min.ev=10**(-8))

Arguments

X

n x p matrix where n is the sample size and p the number of variables. n should be greater than 3 and p greater than 1.

MyFamily

list of pxp adjacency matrices corresponding to graphs with degree less or equal to n-3.

K

scalar or vector with values larger than 1. Tuning parameter of the penalty function.

min.ev

minimum eigenvalue for matrix inversion.

Details

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

Value

Neighb

array of dimension p x dmax x length(K) where dmax is the maximum degree of the graphs in MyFamily. When K is of length 1, matrix of dimension p x dmax. Neighb[a, , k ] contains the indices of the nodes connected to node a for K[k].

crit.min

vector of dimension length(K). The minimal values of the selection criterion for each value of K.

ind.min

vector of dimension length(K). Indices of the families for which the criterion is minimum.

G

array of dimension p x p x length(K) or, when length(K) equals 1, matrix of dimension p x p. G[,,k] gives the adjacency matrix for K[k].

Note

Adjacency matrices can be generated from lists of connected nodes by using the function convertGraph

Author(s)

Bouvier A, Giraud C, Huet S, Verzelen N.

References

Please use citation("GGMselect").

See Also

selectFast, selectQE, simulateGraph, penalty, convertGraph

Examples

p=30
n=30
# generate graph
eta=0.11
Gr <- simulateGraph(p,eta)
# generate data
X <- rmvnorm(n, mean=rep(0,p), sigma=Gr$C)
# generate a family of candidate graphs with glasso
library("glasso")
MyFamily <- NULL
for (j in 1:3){
  MyFamily[[j]] <- abs(sign(glasso(cov(X),rho=j/5)$wi))
  diag(MyFamily[[j]]) <- 0
}
# select a graph within MyFamily
GMF <- selectMyFam(X,MyFamily)
# plot the result
library(network)
par(mfrow=c(1,2))
gV <- network(Gr$G)
plot(gV,jitter=TRUE, usearrows = FALSE, label=1:p,displaylabels=TRUE)
gMyFam <- network(GMF$G)
plot(gMyFam, jitter=TRUE, usearrows = FALSE,  label=1:p,displaylabels=TRUE)