hmgm (version 1.0.3)

edgenorm: Calculate the group L2 norm for each pair of edges

Description

Function to calculate the group L2 norm for each pair of edges

Usage

edgenorm(fitlistpost)

Arguments

fitlistpost

The fitted parameter path

Value

The function returns a list of group L2 norm for each pair of edges

zz

Group L2 norm for each pair of edges connecting binary variables

zy

Group L2 norm for each pair of edges connecting binary variables and continous variables

yy

Group L2 norm for each pair of edges connecting continous variables

References

Jie Cheng, Tianxi Li, Elizaveta Levina, and Ji Zhu. (2017) High-dimensional Mixed Graphical Models. Journal of Computational and Graphical Statistics 26.2: 367-378, https://arxiv.org/pdf/1304.2810.pdf

See Also

hmgm

Examples

# NOT RUN {
n = 100
p = 20
q = 10
a = 1
b=  2
c = 1


adj = matrix(0, p+q, p+q)
adj[10:16, 10:16] = 1
adj[1:5, 1:5] = 1
adj[25:30, 25:30] = 1
adj = adj-diag(diag(adj))

parlist = pargen(adj, p, q, a, b,c)

mydata = datagen(parlist, n)

z = mydata$z

y = mydata$y

tune1 = tune2 = 0.1

kappa = 0.1

## parameter estimation

fit = hmgm(z, y, tune1, tune2, 'max', kappa)

##calculate the group L2 norm for each pair of edges

fitlist_post = fit$fitlist_post
adj_norm = edgenorm(fitlist_post)

# }