GetSeRho

In order to achieve accurate estimation without sparsity assumption on the precision matrix, element-wise inference on the precision matrix, and joint estimation of multiple Gaussian graphical models, a novel method is proposed and efficient algorithm is implemented.
FLAG() is the main function given a data matrix, and FlagOneEdge() will be used when one pair of random variables are interested where their indices should be given.
Flexible and Accurate Methods for Estimation and Inference of Gaussian Graphical Models with Applications, see Qian Y (2023) <doi:10.14711/thesis-991013223054603412>, Qian Y, Hu X, Yang C (2023) <doi:10.48550/arXiv.2306.17584>.

Yueqi QIAN

FLAG

Flexible and Accurate Gaussian Graphical Models

GetSeRho function

<dl><dt>Gamma_e</dt>
<dd>Matrix, with size 2*2.</dd>
<dt>Gamma_e_cov</dt>
<dd>Matrix, with size 2*2.</dd></dl>

Arguments

Get the standard error of rho. — GetSeRho

<dl>

<dt>Gamma_e</dt>
<dd>Matrix, with size 2*2.</dd>


<dt>Gamma_e_cov</dt>
<dd>Matrix, with size 2*2.</dd>

</dl>

GetSeRho: Get the standard error of rho.

Description

Usage

Value

Arguments

Examples