The significance level of correlation screening for each dataset. In general, a high significance level of correlation screening will lead to
a slightly large separator set \(S_{ij}\), which reduces the risk of missing some important variables in
the conditioning set. Including a few false variables in the conditioning set will not hurt much the
accuracy of the \(\psi\)-partial correlation coefficient.
ALPHA2
The significance level of \(\psi\) screening for integrative estimation of \(\psi\) scores.
Value
A
\(p\)x\(p\) Adjacency matrix of the combined graph.
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References
Liang, F., Song, Q. and Qiu, P. (2015). An Equivalent Measure of Partial Correlation Coefficients for High Dimensional Gaussian Graphical Models. J. Amer. Statist. Assoc., 110, 1248-1265.
Liang, F. and Zhang, J. (2008) Estimating FDR under general dependence using stochastic approximation. Biometrika, 95(4), 961-977.