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)
order |
a list of pairwise different integers amongst 1,...,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. |
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(fowlbones) p <- dim(fowlbones$corr)[1] sinDAG(list(1:p),fowlbones$corr,fowlbones$n) holm(sinDAG(list(1:p),fowlbones$corr,fowlbones$n)) sinDAG(list(3,2,1,4,5,6),fowlbones$corr,fowlbones$n)