sinBG {SIN} | R Documentation |
This function computes the matrix of simultaneous p-values for SIN model selection for bidirected (or covariance) graphs.
sinBG(S,n,holm=TRUE)
S |
a covariance or correlation matrix. |
n |
the sample size, |
holm |
Boolean variable indicating whether Holm's p-value adjustment should be used (holm=TRUE) or not (holm=FALSE). |
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(stressful) sinBG(stressful$corr,stressful$n) sinBG(stressful$corr,stressful$n,holm=FALSE)