create_CR: Create Confidence regions for a 'GGMtest2' object.

In SvenKlaassen/GGMtest: Hypothesis Testing for Gaussian Graphical Models

Description

Create Confidence regions for a 'GGMtest2' object.

Usage

create_CR(model, null_hyp = 0, alpha = 0.05, B = 500, s = 1, exp = 1)

Arguments

model	The 'GGMtest2' object.
null_hyp	A vector of null hypothesis values for the coefficients: Default is 0 for conditional independence
alpha	The corresponding level.
B	The number of used Bootstrap repetitions.
s	The number of s-sparse combinations.
exp	The corresponding exponent of the s-sparse sets.

Value

A list with the following components.

estimates	A vector of point estimates.
edge_list	The matrix containing the corresponding edges (equal to input).
pvalue_max	P-Value of the maximum statistic.
pvalue_sphere	P-Value of the approx. Sphere.
hyp_max	'FALSE' if the hypthesis is rejected with the maximum statistic.
hyp_sphere	'FALSE' if the hypthesis is rejected with the approx. Sphere.
vol_max	Volume of the maximum statistic.
vol_sphere	Volume of the approx. Sphere.
quantiles	Estimates quantiles.

SvenKlaassen/GGMtest documentation built on May 13, 2021, 9:52 a.m.