simpvalueMx {SIN} | R Documentation |
Simultaneous p-values are computed for a correlation matrix. Function only for internal use.
simpvalueMx(corr,n)
corr |
a 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) temp <- -solve(fowlbones$corr) diag(temp) <- abs(diag(temp)) temp <- cov2cor(temp) round( simpvalueMx(temp,fowlbones$n), 2)