shock (version 1.0)

shockSelect: Shock selection

Description

This function performs block-diagonal covariance selection for high-dimensional Gaussian graphical models.

Usage

shockSelect(expdata)

Arguments

expdata

matrix of data

Value

• SHDJlabels
  Vector of partition labels based on the slope heuristic dimension jump
• SHRRlabels
  Vector of partition labels based on the slope heuristic robust regression
• capusheOutput
  output of the kappa coefficient calibration capushe function

Examples

## load data to test 
data(dataTest)

## dimension of the dataset expdata
n <- dim(dataTest)[1]
p <- dim(dataTest)[2]

## perform partition of variables selection
## based on the slope heuristic
resShock <- shockSelect(dataTest)