huge.inference: Graph inference

In HMJiangGatech/huge: High-Dimensional Undirected Graph Estimation

Graph inference

Description

Implements the inference for high dimensional graphical models, including Gaussian and Nonparanormal graphical models We consider the problems of testing the presence of a single edge and the hypothesis is that the edge is absent.

Usage

huge.inference(data, T, adj, alpha = 0.05, type = "Gaussian", method = "score")

Arguments

data	The input n by d data matrix(n is the sample size and d is the dimension).
T	The estimated inverse of correlation matrix of the data.
adj	The adjacency matrix corresponding to the graph.
alpha	The significance level of hypothesis.The default value is 0.05.
type	The type of input data. There are 2 options: "Gaussian" and "Nonparanormal". The default value is "Gaussian".
method	When using nonparanormal graphical model. Test method with 2 options: "score" and "wald". The default value is "score".

Details

For Nonparanormal graphical model we provide Score test method and Wald Test. However it is really slow for inferencing on Nonparanormal model, especially for large data.

Value

An object is returned:

data	The n by d data matrix from the input.
p	The d by d p-value matrix of hypothesis.
error	The type I error of hypothesis at alpha significance level.

References

1.Q Gu, Y Cao, Y Ning, H Liu. Local and global inference for high dimensional nonparanormal graphical models.
2.J Jankova, S Van De Geer. Confidence intervals for high-dimensional inverse covariance estimation. Electronic Journal of Statistics, 2015.

See Also

huge, and huge-package.

Examples

#generate data
L = huge.generator(n = 50, d = 12, graph = "hub", g = 4)

#graph path estimation using glasso
est = huge(L$data, method = "glasso")

#inference of Gaussian graphical model at 0.05 significance level
T = tail(est$icov, 1)[[1]]
out1 = huge.inference(L$data, T, L$theta)

#inference of Nonparanormal graphical model using score test at 0.05 significance level
T = tail(est$icov, 1)[[1]]
out2 = huge.inference(L$data, T, L$theta, type = "Nonparanormal")

#inference of Nonparanormal graphical model using wald test at 0.05 significance level
T = tail(est$icov, 1)[[1]]
out3 = huge.inference(L$data, T, L$theta, type = "Nonparanormal", method = "wald")

#inference of Nonparanormal graphical model using wald test at 0.1 significance level
T = tail(est$icov, 1)[[1]]
out4 = huge.inference(L$data, T, L$theta, 0.1, type = "Nonparanormal", method = "wald")

HMJiangGatech/huge documentation built on April 20, 2022, 3:35 p.m.