simpvalueMx: Simultaneous p-values

In SIN: A SINful Approach to Selection of Gaussian Graphical Markov Models

Description

Simultaneous p-values are computed for a correlation matrix. Function only for internal use.

Usage

simpvalueMx(corr,n,p)

Arguments

corr	a correlation matrix.
n	the sample size.
p	the number of variables used for p-value adjustment.

Value

A matrix of simultaneous p-values with NA on the diagonal.

References

Drton, M. \& Perlman, M.D. (2004) Model Selection for Gaussian Concentration Graphs. Biometrika 91(3): 591-602.

Drton, M. \& Perlman, M.D. (2008) A SINful Approach to Gaussian Graphical Model Selection. J. Statist. Plann. Inference 138(4): 1179-1200.

See Also

simpvalueVec

Examples

data(fowlbones)
temp <- -solve(fowlbones$corr)
diag(temp) <- abs(diag(temp))
temp <- cov2cor(temp)
p <- dim(temp)[1]
round( simpvalueMx(temp,fowlbones$n,p), 2)

SIN documentation built on May 2, 2019, 8:23 a.m.