set.seed(123)
# Y ~ N(0, Sigma) and probability of left/right censored values equal to 0.05
n <- 100L
p <- 3L
rho <- 0.3
Sigma <- outer(1L:p, 1L:p, function(i, j) rho^abs(i - j))
Z <- rcggm(n = n, Sigma = Sigma, probl = 0.05, probr = 0.05)
out <- cglasso(. ~ ., data = Z)
out.graph <- to_graph(out)
plot(out.graph, type = "Gyy")
out.graph <- to_graph(out, weighted = TRUE)
plot(out.graph, type = "Gyy")
# Y ~ N(b0 +XB, Sigma) and probability of left/right censored values equal to 0.05
n <- 100L
p <- 3L
q <- 2L
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)
out <- cglasso(. ~ ., data = Z)
out.graph <- to_graph(out, lambda.id = 3, rho.id = 3, weighted = TRUE)
plot(out.graph, type = "Gyy")
plot(out.graph, type = "Gxy")
plot(out.graph, type = "both")
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