SIN (version 0.6)

sinDAG: SIN for acyclic directed graphs

Description

This function computes the matrix of simultaneous p-values for SIN model selection for acyclic directed graphs (DAGs). SIN assumes that a total ordering of the variables is available (e.g., as a time-order).

Usage

sinDAG(order,S,n,holm=TRUE)

Arguments

order

a list of pairwise different integers amongst $1,\ldots,p$ where $p$ is the number of variables. This list specifies a total ordering of the variables by the convention that a list element is smaller than succeeding list elements.

S

a covariance or correlation matrix.

n

the sample size.

holm

Boolean variable indicating whether Holm's p-value adjustment should be used (holm=TRUE) or not (holm=FALSE).

Value

A matrix of simultaneous p-values with NA on the diagonal.

References

Drton, M. \& Perlman, M.D. (2004) Model Selection for Gaussian Concentration Graphs. Biometrika 91(3): 591-602. Drton, M. \& Perlman, M.D. (2008) A SINful Approach to Gaussian Graphical Model Selection. J. Statist. Plann. Inference 138(4): 1179-1200.

See Also

plotDAGpvalues

Examples

data(fowlbones)
p <- dim(fowlbones$corr)[1]
sinDAG(list(1:p),fowlbones$corr,fowlbones$n)
sinDAG(list(1:p),fowlbones$corr,fowlbones$n,holm=FALSE)
sinDAG(list(3,2,1,4,5,6),fowlbones$corr,fowlbones$n)