graphVARX1: Graphs of the temporal (or contemporaneous) relations implied...

In ragt2ridges: Ridge Estimation of Vector Auto-Regressive (VAR) Processes

Description

Graphs of the (temporal and/or contemporaneous) relations among the variates as implied by the parameters of the VARX(1) model.

Usage

graphVARX1(sparseA, sparseB, sparseP, type="TSCG", side="right", 
           prune=TRUE, nNamesY=NULL, nNamesX=NULL, main=NULL, 
           vertex.color.X="lightcyan2", vertex.color.T0="lightcyan2", 
           vertex.color.T1="lightcyan2", vertex.frame.color="steelblue", 
           vertex.label.cex=-1, vertex.label.color.X="black", 
           vertex.label.color.T0="black", vertex.label.color.T1="black", 
           vertex.label.font=1.5, vertex.size=-1, edge.arrow.size=-1, 
           edge.width=-1, ...)

Arguments

sparseA	A matrix \mathbf{A} of lag one autoregression parameters, which is assumed to be sparse.
sparseB	A matrix \mathbf{B} of regression parameters of the time-varying covariates, which is assumed to be sparse.
sparseP	Precision matrix \mathbf{Ω}_{\varepsilon} the error, which is assumed to be sparse.
type	A character indicating what should be plotted. If type="TSCG". the time series chain graph is plotted, while if type="ABonly" limits this graph to the temporal relations. If type="contempPC", the global or contemporaneous (respectively) partial correlation graph is plotted.
side	A character indicating whether the contemporaneous dependencies should be plotted on the bottomleft (time t) or the right-hand (time t+1) side. Only active when type="TSCG".
prune	A logical indicating whether to remove covariates without any temporal (or contemporaneous) relations (as implied by sparseA, sparseB and sparseP).
nNamesY	A character containing the variate names to be written inside the nodes.
nNamesX	A character containing the covariate names to be written inside the nodes.
main	The character to be plotted as title above the graph.
vertex.color.X	Color of covariate nodes.
vertex.color.T0	Color of nodes at time point t. This is ignored when type="contempPC".
vertex.color.T1	Color of nodes at time point t+1. This is ignored when type="contempPC".
vertex.frame.color	Refer to plot.igraph.
vertex.label.cex	Refer to plot.igraph.
vertex.label.color.X	Color of the covariate node label.
vertex.label.color.T0	Color of the node label at time point t. Ignored when type="contempPC".
vertex.label.color.T1	Color of the node label at time point t+1. Ignored when type="contempPC".
vertex.label.font	Refer to plot.igraph.
vertex.size	Refer to plot.igraph.
edge.arrow.size	Refer to plot.igraph.
edge.width	Refer to plot.igraph.
...	Other arguments to be passed on to plot.igraph.

Author(s)

Wessel N. van Wieringen <[e-mail]>

References

Miok, V., Wilting, S.M., Van Wieringen, W.N. (2019), “Ridge estimation of network models from time-course omics data”, Biometrical Journal, 61(2), 391-405.

See Also

ridgeVARX1, graphVAR1, graphVAR2, sparsifyVARX1, plot.igraph.

Examples

# specify VARX(1) model parameters
A <- matrix(c(-0.1, -0.3,    0,  0.5,    0,    0, 
                 0,    0, -0.4, -0.1, -0.3,    0,  
               0.5,    0,    0,    0,    0, -0.4, 
              -0.1, -0.3,    0,  0.5,    0,    0, 
                 0,    0, -0.4, -0.1, -0.3,    0, 
               0.5,    0,    0,    0,    0, -0.4), byrow=TRUE, ncol=6)
B <- matrix(c(   0,    0,  0.2,    0,  0.3, -0.7, 
                 0,    0,    0,  0.4,    0,    0, 
                 0, -0.3,    0,    0,    0,    0, 
                 0,    0,  0.5,    0,  0.1,    0, 
                 0,    0,    0,    0,  0.4,    0, 
                 0,    0,    0,  0.4,    0,    0), byrow=TRUE, ncol=6)
P <- matrix(c(   2,    0, -0.5,  0.5,    0,  0.5, 
                 0,    1,  0.5,  0.5,  0.5,    0, 
              -0.5,  0.5,    1,    0,    0,  0.5, 
               0.5,  0.5,    0,    1,    0,    0, 
                 0,  0.5,    0,    0,    1,    0, 
               0.5,    0,  0.5,    0,    0,    1), byrow=TRUE, ncol=6)

# time-series chain graph  of the VARX(1) model
graphVARX1(A, B, P, type="TSCG")

ragt2ridges documentation built on Jan. 28, 2020, 5:08 p.m.