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shock (version 1.0)

Slope Heuristic for Block-Diagonal Covariance Selection in High Dimensional Gaussian Graphical Models

Description

Block-diagonal covariance selection for high dimensional Gaussian graphical models. The selection procedure is based on the slope heuristics.

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Version

Install

install.packages('shock')

Monthly Downloads

573

Version

1.0

License

GPL (>= 3)

Maintainer

Melina Gallopin

Last Published

December 24th, 2015

Functions in shock (1.0)

computeLoglikeFromPartition

Compute the log-likelihood of the model
dataTest

Simulated data to test the R package
shockSelect

Shock selection
networkInferenceGlassoBIC

Network inference using the glasso algorithm
shock-package

Slope Heuristic for Block-Diagonal Covariance Selection in High Dimensional Gaussian Graphical Models
simulateBlockDiagNetwork

Simulate a modular network
thresholdAbsSPath

Detect partitions of variables into blocks.