Nothing
README.md
In gmat: Simulation of Graphical Correlation Matrices
gmat
An R package for simulating correlation matrices possibly constrained by
acyclic directed and undirected graphs.
Installation
The package is available on CRAN, to get the latest stable version
use:
install.packages("gmat")
Alternatively, using the R package devtools one may install the
development version:
# install.packages("devtools")
devtools::install_github("irenecrsn/gmat")
The other R packages required for gmat are igraph and gRbase,
which can be installed from CRAN and Bioconductor.
Overview
The package mostly implements methods described in the following papers:
- Córdoba I., Varando G., Bielza C., Larrañaga P. A fast
Metropolis-Hastings method for generating random correlation
matrices. Lecture Notes in Computer Science (IDEAL 2018), vol
11314, pp. 117-124, 2018.
- Córdoba I., Varando G., Bielza C., Larrañaga P. A partial
orthogonalization method for simulating covariance and concentration
graph matrices. Proceedings of Machine Learning Research (PGM
2018), vol 72, pp. 61-72, 2018.
- Córdoba I., Varando G., Bielza C., Larrañaga P. On generating random
Gaussian graphical models. International Journal of Approximate
Reasoning, vol 125, pp. 240-250, 2020.
See examples of use and more at package's manual.
Try the gmat package in your browser
Any scripts or data that you put into this service are public.
gmat documentation built on Aug. 30, 2020, 9:07 a.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
gmat
An R package for simulating correlation matrices possibly constrained by acyclic directed and undirected graphs.
Installation
The package is available on CRAN, to get the latest stable version
use:
install.packages("gmat")
Alternatively, using the R package devtools one may install the
development version:
# install.packages("devtools")
devtools::install_github("irenecrsn/gmat")
The other R packages required for gmat are igraph and gRbase,
which can be installed from CRAN and Bioconductor.
Overview
The package mostly implements methods described in the following papers:
- Córdoba I., Varando G., Bielza C., Larrañaga P. A fast Metropolis-Hastings method for generating random correlation matrices. Lecture Notes in Computer Science (IDEAL 2018), vol 11314, pp. 117-124, 2018.
- Córdoba I., Varando G., Bielza C., Larrañaga P. A partial orthogonalization method for simulating covariance and concentration graph matrices. Proceedings of Machine Learning Research (PGM 2018), vol 72, pp. 61-72, 2018.
- Córdoba I., Varando G., Bielza C., Larrañaga P. On generating random Gaussian graphical models. International Journal of Approximate Reasoning, vol 125, pp. 240-250, 2020.
See examples of use and more at package's manual.
Try the gmat package in your browser
Any scripts or data that you put into this service are public.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.