cglasso (version 2.0.2)

event: Status Indicator Matrix from a ‘datacggm’ Object

Description

The ‘event’ function retrieves the status indicator matrix from an object of class ‘datacggm’.

Usage

event(x, ordered = FALSE)

Arguments

x

an object of class ‘datacggm’.

ordered

logical value used to specify if the rows of the status indicator matrix should be ordered according to the patterns of censored/missing values. Default ordered = FALSE.

Value

event returns a \((n\times p)\)-dimensional matrix.

Details

The ‘event’ function is used to retrieve the status indicator matrix, denoted by R, from an object of class ‘datacggm’. The entries of the matrix are used to specify the status of the response variable:

• ‘R[i, j] = 0’ means that \(y_{ij}\) is inside the open interval (lo[j], up[j]);

• ‘R[i, j] = -1’ means that \(y_{ij}\) is a left-censored value;

• ‘R[i, j] = +1’ means that \(y_{ij}\) is a right-censored value;

• ‘R[i, j] = +9’ means that \(y_{ij}\) is a missing value.

References

Augugliaro, L., Sottile, G., and Vinciotti, V. (2020) <10.1007/s11222-020-09945-7>. The conditional censored graphical lasso estimator. Statistics and Computing 30, 1273--1289.

Augugliaro, L., Abbruzzo, A., and Vinciotti, V. (2020) <10.1093/biostatistics/kxy043>. \(\ell_1\)-Penalized censored Gaussian graphical model. Biostatistics 21, e1--e16.

See Also

datacggm and rcggm.

Examples

# NOT RUN {
set.seed(123)

# Y ~ N(b0 + XB, Sigma) and
# 1. probability of left/right censored values equal to 0.05
# 2. probability of missing-at-random euqals to 0.05
n <- 100L
p <- 3L
q <- 2
b0 <- runif(p)
B <- matrix(runif(q * p), nrow = q, ncol = p)
X <- matrix(rnorm(n * q), nrow = n, ncol = q)
rho <- 0.3
Sigma <- outer(1L:p, 1L:p, function(i, j) rho^abs(i - j))
Z <- rcggm(n = n, b0 = b0, X = X, B = B, Sigma = Sigma, probl = 0.05, 
           probr = 0.05, probna = 0.05)

# status indicator matrix
event(Z)

# in this case the status indicator matrix is returned with
# rows ordered according to the patterns of missing data
event(Z, ordered = TRUE)
# }