MaxContrast

Computes the contrast of the correlation matrix obtained by adding u to the
diagonal of the precision matrix. This function is used to find the value of
u that maximises the contrast when constructing a diagonally dominant
precision matrix.

internal

This R package can be used to generate artificial data conditionally on pre-specified (simulated or user-defined) relationships between the variables and/or observations. Each observation is drawn from a multivariate Normal distribution where the mean vector and covariance matrix reflect the desired relationships. Outputs can be used to evaluate the performances of variable selection, graphical modelling, or clustering approaches by comparing the true and estimated structures (B Bodinier et al (2021) <arXiv:2106.02521>).

Barbara Bodinier

fake

Flexible Data Simulation Using the Multivariate Normal
Distribution

MaxContrast function

<dl><dt>u</dt>
<dd>constant u added to the diagonal of the precision matrix.</dd>
<dt>omega</dt>
<dd>positive semi-definite precision matrix.</dd>
<dt>digits</dt>
<dd>number of digits to use in the definition of the contrast.</dd></dl>

Arguments

Maximising matrix contrast — MaxContrast

<dl>

<dt>u</dt>
<dd>constant u added to the diagonal of the precision matrix.</dd>


<dt>omega</dt>
<dd>positive semi-definite precision matrix.</dd>


<dt>digits</dt>
<dd>number of digits to use in the definition of the contrast.</dd>

</dl>

MaxContrast: Maximising matrix contrast

Description

Usage

Value

Arguments