simpvalueMx {SIN} | R Documentation |
Simultaneous p-values are computed for a correlation matrix. Function only for internal use.
simpvalueMx(corr,n,p)
corr |
a correlation matrix. |
n |
the sample size. |
p |
the number of variables used for p-value adjustment. |
A matrix of simultaneous p-values with NA
on the diagonal.
Drton, M. \& Perlman, M.D. (2004) Model Selection for Gaussian
Concentration Graphs. Biometrika 91(3): 591-602.
Drton, M. \& Perlman, M.D. (2008) A SINful Approach to Gaussian
Graphical Model Selection. J. Statist. Plann. Inference
138(4): 1179-1200.
data(fowlbones) temp <- -solve(fowlbones$corr) diag(temp) <- abs(diag(temp)) temp <- cov2cor(temp) p <- dim(temp)[1] round( simpvalueMx(temp,fowlbones$n,p), 2)