gplot.fglasso: Plotting Sparse Factorial Dynamic Gaussian Graphical Model

In sglasso: Lasso Method for RCON(V,E) Models

Plotting Sparse Factorial Dynamic Gaussian Graphical Model

Description

gplot.fglasso shows the sequence of graphs estimated by fglasso.

Usage

## S3 method for class 'fglasso'
gplot(object, rhoid, tp = c(1, 2), sub.tp1, sub.tp2, cex.sub = 1, 
    k = 1.5, layout = layout.circle, ...)

Arguments

object	fitted fglasso object;
rhoid	an integer used to specificy the rho-value used to fit the fglasso model;
tp	a vector of length equal to two used to specify the time points of the two graphs that will be compared. By default the first two time points are used;
sub.tp1	sub title for the graph estimated at time point tp[1];
sub.tp2	sub title for the graph estimated at time point tp[2];
cex.sub	a numerical value giving the amount by which plotting sub titles should be magnified relateve to the default;
k	value used to specify the distance between the two graphs;
layout	a function or a matrix used to specify the layout of the graphs that will be plotted. By default the layout.circle function is used;
...	further graphical parameters used to plot the graphs. See package igraph for more details.

Details

For a given value of the tuning parameter, specified by the argument rhoid, gplot.fglasso shows the graphs estimated at the time points tp[1] and tp[2]. By convention, the graph associated to the sub matrix K_{tp[1],tp[2]} is represented by a directed graph where a directed edge is drawn by an arrow from a vertex in the first graph pointing forwards a vertex in the second graph.

Value

gplot.fglasso returns a list with components:

graph.tp1	an object with class igraph representing the undirected graph estimated at the time point tp[1];
graph.tp2	an object with class igraph representing the undirected graph estimated at the time point tp[2];
graph.net	an object with class igraph representing the directed graph associated to the submatrix K_{tp[1],tp[2]};
layout	the matrix used to specify the placement of the vertices.

Author(s)

Luigi Augugliaro
Maintainer: Luigi Augugliaro [e-mail]

See Also

fglasso function.

Examples

N <- 50
tp <- 3
p <- 3
X <- matrix(rnorm(N * p * tp), N, tp * p)
S <- crossprod(X) / N
model <- list(lag0 = c(s = "c", n = "ut"), lag1 = c(s = "t", n = "t"))
out.fglasso <- fglasso(S = S, model = model, tp = tp, p = p)
gplot(out.fglasso, rhoid = 50, sub.tp1 = "First graph", 
   sub.tp2 = "Second graph")

sglasso documentation built on Sept. 22, 2022, 5:06 p.m.