Applies the Planar Maximally Filtered Graph (PMFG) filtering method (see and cite Tumminello et al., 2005). Currently very slow! (efficiency is being worked on)
PMFG(data, sparseList = FALSE, normal = FALSE, weighted = TRUE,
na.data = c("pairwise", "listwise", "fiml", "none"), progBar = TRUE)
Can be a dataset or a correlation matrix
Should a sparse matrix be returned? Defaults to FALSE. Set to TRUE to return a sparse matrix list
Should data be transformed to a normal distribution? Defaults to FALSE. Data is not transformed to be normal. Set to TRUE if data should be transformed to be normal (computes correlations using the cor_auto function from the qgraph package)
Should network be weighted? Defaults to TRUE. Set to FALSE to produce an unweighted (binary) network
How should missing data be handled? For "listwise" deletion the na.omit function is applied. Set to "fiml" for Full Information Maxmimum Likelihood (psych package). Full Information Maxmimum Likelihood is recommended but time consuming
Should progress bar be displayed? Defaults to TRUE. Set to FALSE for no progress bar
Returns a list of PMFG-filtered associaton matrix (pmfg). If sparseList = TRUE, then the list will contain a sparse list (List)
Tumminello, M., Aste, T., Di Matteo, T., & Mantegna, R. N. (2005). A tool for filtering information in complex systems. Proceedings of the National Academy of Sciences, 102(30), 10421-10426.
# NOT RUN {
weighted_PMFGnetwork<-PMFG(neoOpen)
# }
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