example: An example dataset of time-varying graphs

In loggle: Local Group Graphical Lasso Estimation

Description

This dataset contains an example of time-varying graphs including precision matrices and observations, with number of variables being 15.

Usage

data(example)

Format

This dataset consists of two parts:

1. X - 15x1001: a data matrix containing 1001 observations of 15 variables on an equally-spaced time grid ranging from 0 to 1.

2. Omega.true - a list of length 1001 with each element being a 15x15 matrix: a list of precision matrices on an equally-spaced time grid ranging from 0 to 1.

Details

This dataset can be used for evaluating method performance via comparing the estimated time-varying graphs with the underlying true time-varying graphs. See examples in loggle, loggle.cv.vote, loggle.cv, loggle.cv.h for more details.

Author(s)

Yang, J. and Peng, J.

Source

The source code is in example_source.

References

Yang, J. & Peng, J. (2018), 'Estimating Time-Varying Graphical Models', arXiv preprint arXiv:1804.03811

loggle documentation built on May 2, 2019, 9:27 a.m.