graph.param.estimator: Graph parameter estimator

Description Usage Arguments Value References Examples

View source: R/statGraph.R

Description

'graph.param.estimator' estimates the parameter that best approximates the model to the observed graph according to the Graph Information Criterion (GIC).

Usage

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graph.param.estimator(A, model, parameters = NULL, eps = 0.01,
  bandwidth = "Silverman", eigenvalues = NULL)

Arguments

A

the adjacency matrix of the graph. For an unweighted graph it contains only 0s and 1s. For a weighted graph, it may contain nonnegative real values that correspond to the weights of the edges.

model

either a string, a function or an array describing a graph model:

A string that indicates one of the following models: "ER" (Erdos-Renyi random graph), "GRG" (geometric random graph), "KR" (k regular random graph), "WS" (Watts-Strogatz model), and "BA" (Barab<c3><a1>si-Albert model).

A function that returns a graph (represented by its adjacency matrix) generated by a graph model. It must contain two arguments: the first one correponds to the graph size and the second to the parameter of the model.

A three-dimensional array containing the spectrum of the model. For each parameter p that will be considered, the array contains the eigenvalues of N graphs that were generated by the model with parameter p. The position (i,j,k) contains the j-th eigenvalue of the k-th graph that were generated with the i-th parameter. The attribute 'rownames' of the array corresponds to the values of the parameters converted to string. To obtain the spectral density for each parameter p, the method will estimate the density of the eigenvalues of each graph that were generated with parameter p, and then will take the average density.

parameters

numeric vector containing the values that that will be considerated for the parameter estimation. The 'graph.param.estimator' will return the element of 'parameter' that minimizes the Graph Information Criterion (GIC). If the user does not provide the argument 'parameters', and 'model' is an array, then the values considered for the parameter estimation are the rownames converted to a numeric vector. If 'model' is a string, then default values are used for the predefined models ("ER", "GRG", "KR", "WS", and "BA"). The default 'parameter' argument corresponds to a sequence from

0 to 1 with step 'eps' for the "ER" model (Erdos-Renyi random graph), in which the parameter corresponds to the probability to connect a pair of vertices;

0 to sqrt(2) with step 'eps' for the "GRG" model (geometric random graph), in which the parameter corresponds to the radius used to contruct the geometric graph in a unit square;

0 to 'n' with step 'n*eps' for the "KR" model (k regular random graph), in which the parameter of the model corresponds to the degree 'k' of a regular graph;

0 to 1 with step 'eps' for the "WS" model (Watts-Strogatz model), in which the parameter corresponds to the probability to reconnect a vertex;

and 0 to 3 with step 'eps' for the "BA" model (Barab<c3><a1>si-Albert model), in which the parameter corresponds to the scaling exponent.

eps

precision of the grid (default is 0.01).

bandwidth

string indicating which criterion will be used to choose the bandwidth for the spectral density estimation. The available criteria are "Silverman" (default) and "Sturges".

eigenvalues

optional parameter. It contains the eigenvalues of matrix A. Then, it can be used when the eigenvalues of A were previously computed. If no value is passed, then the eigenvalues of A will be computed by 'graph.param.estimator'.

Value

A list containing:

p

the parameter estimate. For the "ER", "GRG", "KR", "WS", and "BA" models, the parameter corresponds to the probability to connect a pair of vertices, the radius used to contruct the geometric graph in a unit square, the degree k of a regular graph, the probability to reconnect a vertex, and the scaling exponent, respectively.

KL

the Graph Information Criterion (GIC), i. e. the Kullback-Leibler divergence between the observed graph and the graph model with the estimated parameter.

References

Takahashi, D. Y., Sato, J. R., Ferreira, C. E. and Fujita A. (2012) Discriminating Different Classes of Biological Networks by Analyzing the Graph Spectra Distribution. _PLoS ONE_, *7*, e49949. doi:10.1371/journal.pone.0049949.

Silverman, B. W. (1986) _Density Estimation_. London: Chapman and Hall.

Sturges, H. A. The Choice of a Class Interval. _J. Am. Statist. Assoc._, *21*, 65-66.

Examples

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require(igraph)
A <- as.matrix(get.adjacency(erdos.renyi.game(50, p=0.5)))

# Using a string to indicate the graph model
result1 <- graph.param.estimator(A, "ER", eps=0.25)
result1

# Using a function to describe the graph model
# Erdos-Renyi graph
model <- function(n, p) {
   return(as.matrix(get.adjacency(erdos.renyi.game(n, p))))
}
result2 <- graph.param.estimator(A, model,  seq(0.2, 0.8, 0.1))
result2

statGraph documentation built on May 29, 2017, 9:08 a.m.