fgraphstst {gausscov} | R Documentation |
Calculates an independence graph for a set of variables using repeated stepwise selection
fgraphstst(x, alpha, nu = 1, kmax = 0, nedge = 10^6, intercept = TRUE, chkintercept = FALSE)
x |
The variables |
alpha |
Cut-off p-value |
nu |
Order statistic |
kmax |
Maximum number selected variables for each node |
nedge |
Maximum number of edges |
intercept |
If true intercept included |
chkintercept |
If true intercept included depending on p-value |
ned Number of edges
edg The edges for each node in the graph
data(redwine) redwgrph<-fgraphstst(redwine[,1:11],0.01) redwgrph[[1]] redwgrph[[2]]