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, to appear.
Drton, M. & Perlman, M.D. (2004) A SINful Approach to Gaussian
Graphical Model Selection. Statistical Science, to appear.
Drton, M. & Perlman, M.D. (2003) A SINful Approach to Model
Selection for Gaussian Concentration Graphs. Department of
Statistics, University of Washington, Technical Report 429.
http://www.stat.washington.edu/www/research/reports/2003/tr429.pdf
data(stressful) sinBG(stressful$corr,stressful$n) sinBG(stressful$corr,stressful$n,holm=FALSE)