Description Usage Arguments Value Author(s) References See Also Examples
Function to calculate the group L2 norm for each pair of edges
1 | edgenorm(fitlistpost)
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fitlistpost |
The fitted parameter path |
The function returns a list of group L2 norm for each pair of edges
zz |
Group L2 norm for each pair of edges connecting binary variables |
zy |
Group L2 norm for each pair of edges connecting binary variables and continous variables |
yy |
Group L2 norm for each pair of edges connecting continous variables |
Mingyu Qi, Tianxi Li
Jie Cheng, Tianxi Li, Elizaveta Levina, and Ji Zhu. (2017) High-dimensional Mixed Graphical Models. Journal of Computational and Graphical Statistics 26.2: 367-378, https://arxiv.org/pdf/1304.2810.pdf
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 | n = 100
p = 20
q = 10
a = 1
b= 2
c = 1
adj = matrix(0, p+q, p+q)
adj[10:16, 10:16] = 1
adj[1:5, 1:5] = 1
adj[25:30, 25:30] = 1
adj = adj-diag(diag(adj))
parlist = pargen(adj, p, q, a, b,c)
mydata = datagen(parlist, n)
z = mydata$z
y = mydata$y
tune1 = tune2 = 0.1
kappa = 0.1
## parameter estimation
fit = hmgm(z, y, tune1, tune2, 'max', kappa)
##calculate the group L2 norm for each pair of edges
fitlist_post = fit$fitlist_post
adj_norm = edgenorm(fitlist_post)
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