sinDAG {SIN} | R Documentation |
This function computes the matrix of simultaneous p-values for SIN model selection for acyclic directed graphs (DAGs). SIN assumes that a total ordering of the variables is available (e.g., as a time-order).
sinDAG(order,S,n,holm=TRUE)
order |
a list of pairwise different integers amongst 1,\ldots,p where p is the number of variables. This list specifies a total ordering of the variables by the convention that a list element is smaller than succeeding list elements. |
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(fowlbones) p <- dim(fowlbones$corr)[1] sinDAG(list(1:p),fowlbones$corr,fowlbones$n) sinDAG(list(1:p),fowlbones$corr,fowlbones$n,holm=FALSE) sinDAG(list(3,2,1,4,5,6),fowlbones$corr,fowlbones$n)