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pgraph (version 1.6)

Build Dependency Graphs using Projection

Description

Implements a general framework for creating dependency graphs using projection as introduced in Fan, Feng and Xia (2019). Both lasso and sparse additive model projections are implemented. Both Pearson correlation and distance covariance options are available to generate the graph.

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Version

Install

install.packages('pgraph')

Monthly Downloads

141

Version

1.6

License

GPL-2

Maintainer

Last Published

January 21st, 2020

Functions in pgraph (1.6)

greg

Regularized graphical model estimation
projcore

Calculate the Projected matrix given factors
pgraph

Calculate the Conditional Dependency Graph
projcov

Calculate the Projected Covariance of Two Vectors
roc

Compute the Projected Graph