Compute the penalty function of GGMselect.
penalty(p,n, dmax=min(3,n-3,p-1), K=2.5)A matrix of dimension (max(Dmax)+1) x length(K).
The entry [d+1,k] gives the value of the penalty for the dimension d and the parameter
K[k].
the number of variables. p should be greater than 1.
the sample size. n should be greater than
3.
integer or p-dimensional vector of integers
smaller or equal to
min(n-3, p-1). When dmax is a scalar, it gives the maximum
degree of the estimated graph. When dmax is a vector,
dmax[a] gives the maximum degree of the node a. Default
value: min(3,n-3,p-1).
scalar or vector of real numbers larger than 1. Tuning parameter of the penalty function.
Bouvier A, Giraud C, Huet S, Verzelen N
More details are available on ../doc/Notice.pdf
Please use citation("GGMselect")
selectQE, selectMyFam,
selectFast, simulateGraph,
convertGraph
p=30
n=30
pen <- penalty(p,n, 3)
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