sinUG {SIN}R Documentation

SIN for undirected graphs

Description

This function computes the matrix of simultaneous p-values for SIN model selection for undirected (or concentration) graphs.

Usage

sinUG(S,n,holm=TRUE)

Arguments

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).

Value

A matrix of simultaneous p-values with NA on the diagonal.

References

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

See Also

plotUGpvalues

Examples

data(fowlbones)
sinUG(fowlbones$corr,fowlbones$n)
sinUG(fowlbones$corr,fowlbones$n, holm=FALSE)

[Package SIN version 0.2 Index]