bdgraph.npn: Nonparametric transfer

Description Usage Arguments Value Author(s) References See Also Examples

View source: R/bdgraph.npn.R

Description

Transfers non-Gaussian data to Gaussian.

Usage

1
 bdgraph.npn( data, npn = "shrinkage", npn.thresh = NULL ) 

Arguments

data

An (n x p) matrix or a data.frame corresponding to the data (n is the sample size and p is the number of variables).

npn

A character with three options "shrinkage" (default), "truncation", and "skeptic". Option "shrinkage" is for the shrunken transformation, option "truncation" is for the truncated transformation and option "skeptic" is for the non-paranormal skeptic transformation. For more details see references.

npn.thresh

The truncation threshold; it is only for the truncated transformation (npn= "truncation"). The default value is 1/(4n^{1/4} √{π \log(n)}).

Value

An (n \times p) matrix of transferred data, if npn = "shrinkage" or "truncation", and a non-paranormal correlation (p \times p) matrix, if npn = "skeptic".

Author(s)

Reza Mohammadi a.mohammadi@uva.nl

References

Liu, H., et al (2012). High Dimensional Semiparametric Gaussian Copula Graphical Models, Annals of Statistics, 40(4):2293-2326

Zhao, T. and Liu, H. (2012). The huge Package for High-dimensional Undirected Graph Estimation in R, Journal of Machine Learning Research, 13:1059-1062

See Also

bdgraph.sim, bdgraph, bdgraph.mpl

Examples

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## Not run: 
# Generating multivariate normal data from a 'random' graph
data.sim <- bdgraph.sim( n = 6, p = 4, size = 4 )
data     <- ( data.sim $ data - 3 ) ^ 4
data
   
# Transfer the data by truncation 
bdgraph.npn( data, npn = "truncation" )
  
# Transfer the data by shrunken 
bdgraph.npn( data, npn = "shrunken" )
  
# Transfer the data by skeptic 
bdgraph.npn( data, npn = "skeptic" )

## End(Not run)

Example output

Loading required package: Matrix
Loading required package: igraph

Attaching package: 'igraph'

The following objects are masked from 'package:stats':

    decompose, spectrum

The following object is masked from 'package:base':

    union


Attaching package: 'BDgraph'

The following object is masked from 'package:igraph':

    compare

          [,1]      [,2]      [,3]     [,4]
[1,]  60.53339  24.81089  35.13741 38.66537
[2,]  85.56664  31.71818 142.05419 57.07015
[3,]  85.51874  18.62196  26.25032 29.75299
[4,]  76.34863  40.77787  91.57774 45.82684
[5,]  40.98130  38.23718  39.72276 62.60757
[6,] 100.19918 102.52265  78.00717 30.17403
           [,1]       [,2]       [,3]       [,4]
[1,] -0.4752025 -0.4752025 -0.4752025  0.0000000
[2,]  1.0673137  0.0000000  1.6504720  1.0673137
[3,]  0.4752025 -1.0673137 -1.0673137 -1.0673137
[4,]  0.0000000  1.0673137  1.0673137  0.4752025
[5,] -1.0673137  0.4752025  0.0000000  1.6504720
[6,]  1.6504720  1.6504720  0.4752025 -0.4752025
          [,1]      [,2]      [,3]     [,4]
[1,]  60.53339  24.81089  35.13741 38.66537
[2,]  85.56664  31.71818 142.05419 57.07015
[3,]  85.51874  18.62196  26.25032 29.75299
[4,]  76.34863  40.77787  91.57774 45.82684
[5,]  40.98130  38.23718  39.72276 62.60757
[6,] 100.19918 102.52265  78.00717 30.17403
           [,1]      [,2]      [,3]       [,4]
[1,]  1.0000000 0.2684665 0.3865118 -0.5031735
[2,]  0.2684665 1.0000000 0.6180340  0.2684665
[3,]  0.3865118 0.6180340 1.0000000  0.5608548
[4,] -0.5031735 0.2684665 0.5608548  1.0000000

BDgraph documentation built on May 3, 2021, 9:08 a.m.