fgr1st: Calculates a dependence graph using Gaussian stepwise...

Description Usage Arguments Value Examples

View source: R/fgr1st.R

Description

Calculates an independence graph using Gaussian stepwise selection

Usage

1
fgr1st(x,p0=0.01,ind=0,nu=1,kmn=0,kmx=0,nedge=10^5,inr=T,xinr=F)

Arguments

x

The matrix of covariates

p0

Cut-off P-value

ind

Restricts the dependent nodes to this subset

nu

The order statistic of Gaussian covariates used for comparison.

kmn,

The minimum number selected variables for each node irrespective of cut-off P-value

kmx

The maximum number selected variables for each node irrespective of cut-off P-value

nedge

Maximum number of edges

inr

Logical, if TRUE include an intercept

xinr

Logical, if TRUE intercept already included

Value

ned Number of edges

edg List of edges together with P-values for each edge and proportional reduction of sum of squared residuals.

Examples

1
2
data(boston)
a<-fgr1st(boston[,1:13],ind=3:6)

gausscov documentation built on Jan. 17, 2022, 9:06 a.m.

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