fgr2st: Calculates an independence graph using repeated stepwise...

In gausscov: The Gaussian Covariate Method for Variable Selection

Calculates an independence graph using repeated stepwise selection

Description

Calculates a dependency graph using repeated Gaussian stepwise selection

Usage

fgr2st(x,p0=0.01,ind=0,kmn=0,kmx=0,nedge=10^5,inr=T,xinr=F)

Arguments

x	Matrix of covariates
p0	Cut-off P-value
ind	Restricts the dependent nodes to this subset
kmn	The minimum number of selected variables for each node irrespective of cut-off P-value
kmx	The maximum number of 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 giving nodes (covariates), the approximations for each node, the covariates in the approximation and the corresponding P-values.

Examples

data(redwine)
a<-fgr2st(redwine[,1:11],ind=4:8) 

gausscov documentation built on Oct. 12, 2023, 1:06 a.m.