fgr1st {gausscov} | R Documentation |
Calculates a dependence graph using Gaussian stepwise selection
Description
Calculates an independence graph using Gaussian stepwise selection
Usage
fgr1st(x,p0=0.01,ind=0,kmn=0,kmx=0,mx=21,nedge=10^5,inr=T,xinr=F,qq=-1)
Arguments
x |
The matrix of covariates |
p0 |
Cut-off P-value |
ind |
Restricts the dependent nodes to this subset |
kmn |
The minimum number selected variables for each node irrespective of cut-off P-value |
kmx |
The maximum number selected variables for each node irrespective of cut-off P-value |
mx |
Maximum number of selected covariates for each node for all subset search |
nedge |
Maximum number of edges |
inr |
Logical, if TRUE include an intercept |
xinr |
Logical, if TRUE intercept already included |
qq |
The number of covariates to choose from. If qq=-1 the number of covariates of x is used |
Value
ned Number of edges
edg List of edges together with P-values for each edge and proportional reduction of sum of squared residuals.
Examples
data(boston)
a<-fgr1st(boston[,1:13],ind=3:6)
[Package gausscov version 1.1.3 Index]