Applies the Local/Global method to estimate
a Gaussian Graphical Model (GGM) using a TMFG-filtered network
(see and cite Barfuss et al., 2016). Also used to
convert clique and separator structure from
MFCF into partial correlation
and precision matrices
Cliques defined in the network.
Input can be a list or matrix
separators
Separators defined in the network.
Input can be a list or matrix
normal
Should data be transformed to a normal distribution?
Defaults to TRUE (computes correlations using the cor_auto function).
Set to FALSE for Pearson's correlations
na.data
How should missing data be handled?
For "listwise" deletion the na.omit function is applied.
Set to "fiml" for Full Information Maximum Likelihood (corFiml).
Full Information Maximum Likelihood is recommended but time consuming
partial
Should the output network's connections be the partial correlation between two nodes given all other nodes?
Defaults to TRUE, which returns a partial correlation matrix.
Set to FALSE for a sparse inverse covariance matrix
...
Additional arguments (deprecated arguments)
Value
Returns the sparse LoGo-filtered inverse covariance matrix (partial = FALSE)
or LoGo-filtered partial correlation matrix (partial = TRUE)
References
Barfuss, W., Massara, G. P., Di Matteo, T., & Aste, T. (2016).
Parsimonious modeling with information filtering networks.
Physical Review E, 94, 062306.