Description Usage Arguments Details Value Author(s) References See Also Examples
Fits a concentration graph (a covariance selection model).
1 | fitConGraph(amat, S, n, cli = NULL, alg = 3, pri = FALSE, tol = 1e-06)
|
amat |
a square Boolean matrix representing the adjacency matrix of an UG |
S |
the sample covariance matrix |
n |
an integer denoting the sample size |
cli |
a list containing the cliques of the graph. The components of the list are character vectors containing the names of the nodes in the cliques. The names must match the names of the vertices. The knowledge of the cliques is not needed. If the cliques are not specified the function uses the algorithm by Hastie et al. (2009, p. 446). |
alg |
The algorithm used. |
pri |
If TRUE is verbose |
tol |
a small positive number indicating the tolerance used in convergence tests. |
The algorithms for fitting concentration graph models by maximum likelihood are discussed in Speed and Kiiveri (1986). If the cliques are known the function uses the iterative proportional fitting algorithm described by Whittaker (1990, p. 184). If the cliques are not specified the function uses the algorithm by Hastie et al. (2009, p. 631ff).
Shat |
the fitted covariance matrix. |
dev |
the ‘deviance’ of the model. |
df |
the degrees of freedom. |
it |
the iterations. |
Giovanni M. Marchetti
Cox, D. R. and Wermuth, N. (1996). Multivariate dependencies. London: Chapman \& Hall.
Hastie, T., Tibshirani, R. and Friedman, J. (2009). The elements of statistical learning. Springer Verlag: New York.
Speed, T.P. and Kiiveri, H (1986). Gaussian Markov distributions over finite graphs. Annals of Statistics, 14, 138–150.
Whittaker, J. (1990). Graphical models in applied multivariate statistics. Chichester: Wiley.
1 2 3 4 5 6 7 8 9 | ## A model for the mathematics marks (Whittaker, 1990)
data(marks)
## A butterfly concentration graph
G <- UG(~ mechanics*vectors*algebra + algebra*analysis*statistics)
fitConGraph(G, cov(marks), nrow(marks))
## Using the cliques
cl = list(c("mechanics", "vectors", "algebra"), c("algebra", "analysis" , "statistics"))
fitConGraph(G, S = cov(marks), n = nrow(marks), cli = cl)
|
Loading required package: igraph
Attaching package: 'igraph'
The following objects are masked from 'package:stats':
decompose, spectrum
The following object is masked from 'package:base':
union
Attaching package: 'ggm'
The following object is masked from 'package:igraph':
pa
$Shat
mechanics vectors algebra analysis statistics
mechanics 305.6885 127.04336 101.46904 100.77459 109.54496
vectors 127.0434 172.84222 85.15726 84.57444 91.93492
algebra 101.4690 85.15726 112.88597 112.11338 121.87056
analysis 100.7746 84.57444 112.11338 220.38036 155.53553
statistics 109.5450 91.93492 121.87056 155.53553 297.75536
$dev
[1] 0.9008831
$df
[1] 4
$it
[1] 5
$Shat
mechanics vectors algebra analysis statistics
mechanics 305.6885 127.04336 101.46904 100.77459 109.54496
vectors 127.0434 172.84222 85.15726 84.57444 91.93492
algebra 101.4690 85.15726 112.88597 112.11338 121.87056
analysis 100.7746 84.57444 112.11338 220.38036 155.53553
statistics 109.5450 91.93492 121.87056 155.53553 297.75536
$dev
[1] 0.9008831
$df
[1] 4
$it
[1] 2
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