qp.ci.test {qp}R Documentation

Conditional independence test

Description

Performs a test for conditional independence between variables indexed by i and j given the conditioning set Q

Usage

qp.ci.test(S, N, i=1, j=2, Q=c(), binary=TRUE)

Arguments

S sample variance-covariance matrix
N sample size
i index of one variable
j index of another variable
Q conditioning set
binary flag to switch to the compiled C code

Details

By default binary=TRUE and the compiled and faster C code corresponding to this function will be executed. If binary=FALSE is set, then the R code will be executed.

Value

t.value the t-statistic value
p.value the p-value on rejecting the null hypothesis of conditional independence

Author(s)

Robert Castelo and Alberto Roverato

References

Castelo, R. and Roverato, A. (2006). A robust procedure for Gaussian graphical model search from microarray data with p larger than n, J. Mach. Learn. Res, accepted

See Also

qp.edge.prob

Examples

data(jmlr06data)
S <- S.bd5.N20
N <- 20
qp.ci.test(S,N,i=3,j=4,Q=c(5,6,7))

[Package qp version 0.1-1 Index]