hglasso (version 1.3)

image.hglasso: Image plot of an object of class hglasso, hcov, or hbn

Description

This function plots a hglasso or hcov --- the estimated matrix V and Z from hglasso, hcov, or hbn

Usage

# S3 method for hglasso
image(x, …)

Arguments

x

an object of class hglasso, hcov, or hbn.

…

additional parameters to be passed to image.

Details

The estimated inverse covariance matrix from hglasso, covariance matrix from hcov, and estimated binary network hbn can be decomposed as Z + V + t(V), where V is a matrix that contains hub nodes. This function creates image plots of Z and V.

References

Tan et al. (2014). Learning graphical models with hubs. To appear in Journal of Machine Learning Research. arXiv.org/pdf/1402.7349.pdf.

See Also

plot.hglasso summary.hglasso hglasso hcov hbn

Examples

# NOT RUN {
##############################################
# Example from Figure 1 in the manuscript
# A toy example to illustrate the results from 
# Hub Graphical Lasso
##############################################
library(mvtnorm)
set.seed(1)
n=100
p=100

# A network with 4 hubs
Theta<-HubNetwork(p,0.99,4,0.1)$Theta

# Generate data matrix x
x <- rmvnorm(n,rep(0,p),solve(Theta))
x <- scale(x)

# Run Hub Graphical Lasso to estimate the inverse covariance matrix
res1 <- hglasso(cov(x),0.3,0.2,2)

# image plots for the matrix V and Z
image(res1)
dev.off()

# }