gplot.fglasso {sglasso} | R Documentation |
Plotting Sparse Factorial Dynamic Gaussian Graphical Model
Description
gplot.fglasso
shows the sequence of graphs estimated by fglasso
.
Usage
## S3 method for class 'fglasso'
gplot(object, rhoid, tp = c(1, 2), sub.tp1, sub.tp2, cex.sub = 1,
k = 1.5, layout = layout.circle, ...)
Arguments
object |
fitted |
rhoid |
an integer used to specificy the |
tp |
a vector of length equal to two used to specify the time points of the two graphs that will be compared. By default the first two time points are used; |
sub.tp1 |
sub title for the graph estimated at time point |
sub.tp2 |
sub title for the graph estimated at time point |
cex.sub |
a numerical value giving the amount by which plotting sub titles should be magnified relateve to the default; |
k |
value used to specify the distance between the two graphs; |
layout |
a function or a matrix used to specify the layout of the graphs that will be plotted. By default the |
... |
further graphical parameters used to plot the graphs. See package igraph for more details. |
Details
For a given value of the tuning parameter, specified by the argument rhoid
, gplot.fglasso
shows the graphs estimated at the time points tp[1]
and tp[2]
. By convention, the graph associated to the sub matrix K_{tp[1],tp[2]}
is represented by a directed graph where a directed edge is drawn by an arrow from a vertex in the first graph pointing forwards a vertex in the second graph.
Value
gplot.fglasso
returns a list with components:
graph.tp1 |
an object with class |
graph.tp2 |
an object with class |
graph.net |
an object with class |
layout |
the matrix used to specify the placement of the vertices. |
Author(s)
Luigi Augugliaro
Maintainer: Luigi Augugliaro luigi.augugliaro@unipa.it
See Also
fglasso
function.
Examples
N <- 50
tp <- 3
p <- 3
X <- matrix(rnorm(N * p * tp), N, tp * p)
S <- crossprod(X) / N
model <- list(lag0 = c(s = "c", n = "ut"), lag1 = c(s = "t", n = "t"))
out.fglasso <- fglasso(S = S, model = model, tp = tp, p = p)
gplot(out.fglasso, rhoid = 50, sub.tp1 = "First graph",
sub.tp2 = "Second graph")