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GraphKit (version 0.4)

Estimating Structural Invariants of Graphical Models

Description

Efficient methods for constructing confidence intervals of monotone graph invariants, as well as testing for monotone graph properties. Many packages are available to estimate precision matrices, this package serves as a tool to extract structural properties from their induced graphs. By iteratively bootstrapping on only the relevant edge set, we are able to obtain the optimal interval size.

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Version

Install

install.packages('GraphKit')

Monthly Downloads

32

Version

0.4

License

GPL (>= 2)

Maintainer

Last Published

February 21st, 2017

Functions in GraphKit (0.4)

cov.hat

A sample covariance matrix from the same distribution as t.hat and Xs
graph_invar

Graph Invar
graph_prop

Graph Prop
GraphKit

GraphKit
t.hat

A sample precision matrix from the same distribution as Xs and cov.hat
Xs

A random sample generated from a multivariate Guassian Distribution