isingfit-package: Network estimation using the eLasso method

IsingFit-packageR Documentation

Network estimation using the eLasso method

Description

This network estimation procedure eLasso, which is based on the Ising model, combines l1-regularized logistic regression with model selection based on the Extended Bayesian Information Criterion (EBIC). EBIC is a fit measure that identifies relevant relationships between variables. The resulting network consists of variables as nodes and relevant relationships as edges. Can deal with binary data.

Details

Package: IsingFit
Type: Package
Version: 0.3.2
Date: 2018-6-1
License: What license is it under?

Author(s)

Claudia D. van Borkulo, Sacha Epskamp; with contributions from Alexander Robitzsch and Mihai Alexandru Constantin

Maintainer: Claudia D. van Borkulo <cvborkulo@gmail.com>

References

Chen, J., & Chen, Z. (2008). Extended bayesian information criteria for model selection with large model spaces. Biometrika, 95(3), 759-771.

Foygel, R., & Drton, M. (2011). Bayesian model choice and information criteria in sparse generalized linear models. arXiv preprint arXiv:1112.5635.

Ravikumar, P., Wainwright, M. J., & Lafferty, J. D. (2010). High-dimensional Ising model selection using l1-regularized logistic regression. The Annals of Statistics, 38, 1287 - 1319.

van Borkulo, C. D., Borsboom, D., Epskamp, S., Blanken, T. F., Boschloo, L., Schoevers, R. A., & Waldorp, L. J. (2014). A new method for constructing networks from binary data. Scientific Reports 4, 5918; DOI:10.1038/srep05918.


cvborkulo/IsingFit documentation built on Oct. 14, 2023, 3:13 p.m.