Description Usage Arguments Details Value Note Author(s) See Also Examples

Function that forms a wrapper around certain `rags2ridges`

functionalities.
More specifically, it (automatically) invokes functionalities to get from high-dimensional
data to a penalized precision estimate, to the corresponding conditional independence graph
and topology summaries.

1 2 3 | ```
fullMontyS(Y, lambdaMin, lambdaMax, target = default.target(covML(Y)),
dir = getwd(), fileTypeFig = "pdf", FDRcut = 0.9,
nOutput = TRUE, verbose = TRUE)
``` |

`Y` |
Data |

`lambdaMin` |
A |

`lambdaMax` |
A |

`target` |
A target |

`dir` |
A |

`fileTypeFig` |
A |

`FDRcut` |
A |

`nOutput` |
A |

`verbose` |
A |

The wrapper always uses the alternative ridge precision estimator (see `ridgeP`

) with `target`

as the target matrix. The optimal value for the penalty parameter is determined by employing Brent's method to
the calculation of a cross-validated negative log-likelihood score (see `optPenalty.LOOCVauto`

).
The support of the regularized precision matrix is determined by way of local FDR thresholding
(see `sparsify`

). The corresponding conditional independence graph is visualized using
`Ugraph`

with `type = "fancy"`

. This visualization as well as the calculation
of network statistics (see `GGMnetworkStats`

) is based on the standardization of the regularized
and sparsified precision matrix to a partial correlation matrix.

The function stores in the specified directory `dir`

a condition number plot (either .pdf or .eps file),
a visualization of the network (either .pdf or .eps file), and a file containing network statistics (.txt file).
When `nOutput = TRUE`

the function also returns an object of class `list`

:

`optLambda` |
A |

`optPrec` |
A |

`sparseParCor` |
A |

`networkStats` |
A |

We consider this to be a preliminary version of an envisioned wrapper than will take
better form with subsequent versions of `rags2ridges`

.

Carel F.W. Peeters <[email protected]>, Wessel N. van Wieringen

`ridgeP`

, `conditionNumberPlot`

, `optPenalty.LOOCVauto`

, `sparsify`

,
`Ugraph`

, `GGMnetworkStats`

1 2 3 4 5 6 7 8 9 10 11 |

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