# Load data
wmt <- wmt2[,7:24]
# Estimate EGA model
ega.wmt <- EGA(
data = wmt, model = "glasso",
plot.EGA = FALSE # no plot for CRAN checks
)
# Compute entropy indices for empirical EGA
tefi(ega.wmt)
# User-defined structure (with `EGA` object)
tefi(ega.wmt, structure = c(rep(1, 5), rep(2, 5), rep(3, 8)))
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