simpvalueMx {SIN}R Documentation

Simultaneous p-values

Description

Simultaneous p-values are computed for a correlation matrix. Function only for internal use.

Usage

simpvalueMx(corr,n)

Arguments

corr a correlation matrix.
n the sample size.

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

simpvalueVec

Examples

data(fowlbones)
temp <- -solve(fowlbones$corr)
diag(temp) <- abs(diag(temp))
temp <- cov2cor(temp)
round( simpvalueMx(temp,fowlbones$n), 2)

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