IROmiss (version 1.0.2)

SimGraDat: Simulate Incomplete Data for Gaussian Graphical Models

Description

Simulate incomplete data with a band structure, which can be used in GraphIRO(data,...) for estimating the structure of the Gaussian graphical network.

Usage

SimGraDat(n = 200, p = 100, type = "band", rate = 0.1)

Arguments

n

Number of observations, default of 200.

p

Number of covariates, default of 100.

type

type=="band" which denotes the band structure, with precision matrix $$ C_{i,j}=\left\{\begin{array}{ll} 0.5,&\textrm{if $\left| j-i \right|=1, i=2,...,(p-1),$}\\ 0.25,&\textrm{if $\left| j-i \right|=2, i=3,...,(p-2),$}\\ 1,&\textrm{if $i=j, i=1,...,p,$}\\ 0,&\textrm{otherwise.} \end{array}\right. $$

rate

Missing rate, the default value is 0.1.

Value

data

nxp Gaussian distributed data with missing.

A

pxp adjacency matrix used for generating data.

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References

Liang, F., Song, Q. and Qiu, P. (2015). An Equivalent Measure of Partial Correlation Coefficients for High Dimensional Gaussian Graphical Models. J. Amer. Statist. Assoc., 110, 1248-1265.

Liang, F. and Zhang, J. (2008) Estimating FDR under general dependence using stochastic approximation. Biometrika, 95(4), 961-977.

Liang, F., Jia, B., Xue, J., Li, Q., and Luo, Y. (2018). An Imputation Regularized Optimization Algorithm for High-Dimensional Missing Data Problems and Beyond. Submitted to Journal of the Royal Statistical Society Series B.

Examples

# NOT RUN {
library(IROmiss)
SimGraDat(n = 200, p = 100, type = "band", rate = 0.1)
# }