fgraphstst {gausscov}R Documentation

Calculates an independence graph for a set of variables using repeated stepwise selection

Description

Calculates an independence graph for a set of variables using repeated stepwise selection

Usage

fgraphstst(x, alpha, nu = 1, kmax = 0, nedge = 10^6,
  intercept = TRUE, chkintercept = FALSE)

Arguments

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

Value

ned Number of edges

edg The edges for each node in the graph

Examples

data(redwine)
redwgrph<-fgraphstst(redwine[,1:11],0.01)
redwgrph[[1]]
redwgrph[[2]]

[Package gausscov version 0.0.2 Index]