TMFG | R Documentation |
Applies the Triangulated Maximally Filtered Graph (TMFG) filtering method (see Massara et al., 2016). The TMFG method uses a structural constraint that limits the number of zero-order correlations included in the network (3n - 6; where n is the number of variables). The TMFG algorithm begins by identifying four variables which have the largest sum of correlations to all other variables. Then, it iteratively adds each variable with the largest sum of three correlations to nodes already in the network until all variables have been added to the network. This structure can be associated with the inverse correlation matrix (i.e., precision matrix) to be turned into a GGM (i.e., partial correlation network) by using Local-Global Inversion Method (LoGo; see Barfuss et al., 2016 for more details). See Details for more information
TMFG(
data,
n = NULL,
corr = c("auto", "cor_auto", "cosine", "pearson", "spearman"),
na.data = c("pairwise", "listwise"),
partial = FALSE,
returnAllResults = FALSE,
verbose = FALSE,
...
)
data |
Matrix or data frame. Should consist only of variables to be used in the analysis. Can be raw data or correlation matrix |
n |
Numeric (length = 1).
Sample size for when a correlation matrix is input into |
corr |
Character (length = 1).
Method to compute correlations.
Defaults to
For other similarity measures, compute them first and input them
into |
na.data |
Character (length = 1).
How should missing data be handled?
Defaults to
|
partial |
Boolean (length = 1).
Whether partial correlations should be output.
Defaults to |
returnAllResults |
Boolean (length = 1).
Whether all results should be returned.
Defaults to |
verbose |
Boolean (length = 1).
Whether messages and (insignificant) warnings should be output.
Defaults to |
... |
Additional arguments to be passed on to
|
The TMFG method applies a structural constraint on the network, which restrains the network to retain a certain number of edges (3n-6, where n is the number of nodes; Massara et al., 2016). The network is also composed of 3- and 4-node cliques (i.e., sets of connected nodes; a triangle and tetrahedron, respectively). The TMFG method constructs a network using zero-order correlations and the resulting network can be associated with the inverse covariance matrix (yielding a GGM; Barfuss, Massara, Di Matteo, & Aste, 2016). Notably, the TMFG can use any association measure and thus does not assume the data is multivariate normal.
Construction begins by forming a tetrahedron of the four nodes that have the highest sum of correlations that are greater than the average correlation in the correlation matrix. Next, the algorithm iteratively identifies the node that maximizes its sum of correlations to a connected set of three nodes (triangles) already included in the network and then adds that node to the network. The process is completed once every node is connected in the network. In this process, the network automatically generates what's called a planar network. A planar network is a network that could be drawn on a sphere with no edges crossing (often, however, the networks are depicted with edges crossing; Tumminello, Aste, Di Matteo, & Mantegna, 2005).
Returns a network or list containing:
network |
The filtered adjacency matrix |
separators |
The separators (3-cliques) in the network |
cliques |
The cliques (4-cliques) in the network |
Alexander Christensen <alexpaulchristensen@gmail.com>
Local-Global Inversion Method
Barfuss, W., Massara, G. P., Di Matteo, T., & Aste, T. (2016).
Parsimonious modeling with information filtering networks.
Physical Review E, 94, 062306.
Psychometric network introduction to TMFG
Christensen, A. P., Kenett, Y. N., Aste, T., Silvia, P. J., & Kwapil, T. R. (2018).
Network structure of the Wisconsin Schizotypy Scales-Short Forms: Examining psychometric network filtering approaches.
Behavior Research Methods, 50, 2531-2550.
Triangulated Maximally Filtered Graph
Massara, G. P., Di Matteo, T., & Aste, T. (2016).
Network filtering for big data: Triangulated maximally filtered graph.
Journal of Complex Networks, 5, 161-178.
# TMFG filtered network
TMFG(wmt2[,7:24])
# Partial correlations using the LoGo method
TMFG(wmt2[,7:24], partial = TRUE)
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