sinUG: SIN for undirected graphs

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

Description

This function computes the matrix of simultaneous p-values for SIN model selection for undirected (or concentration) graphs.

Usage

sinUG(S,n,holm=TRUE)

Arguments

S	a covariance or correlation matrix.
n	the sample size.
holm	Boolean variable indicating whether Holm's p-value adjustment should be used (holm=TRUE) or not (holm=FALSE).

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

plotUGpvalues

Examples

data(fowlbones)
sinUG(fowlbones$corr,fowlbones$n)
sinUG(fowlbones$corr,fowlbones$n, holm=FALSE)

Example output

              skull length skull breadth   humerus      ulna     femur
skull length            NA     0.0000000 0.7234760 0.7234760 0.8804878
skull breadth    0.0000000            NA 0.0236927 0.4509763 0.8804878
humerus          0.7234760     0.0236927        NA 0.0000000 0.0457360
ulna             0.7234760     0.4509763 0.0000000        NA 0.4157199
femur            0.8804878     0.8804878 0.0457360 0.4157199        NA
tibia            0.6280184     0.5533328 0.7234760 0.0036711 0.0000000
                  tibia
skull length  0.6280184
skull breadth 0.5533328
humerus       0.7234760
ulna          0.0036711
femur         0.0000000
tibia                NA
              skull length skull breadth   humerus      ulna     femur
skull length            NA     0.0000000 0.9896870 0.9898033 0.9999999
skull breadth    0.0000000            NA 0.0321684 0.6751123 1.0000000
humerus          0.9896870     0.0321684        NA 0.0000000 0.0678134
ulna             0.9898033     0.6751123 0.0000000        NA 0.5916475
femur            0.9999999     1.0000000 0.0678134 0.5916475        NA
tibia            0.9156075     0.8221861 0.9788555 0.0045867 0.0000000
                  tibia
skull length  0.9156075
skull breadth 0.8221861
humerus       0.9788555
ulna          0.0045867
femur         0.0000000
tibia                NA

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