SIN (version 0.6)

sinUG: SIN for undirected graphs

Description

This function computes the matrix of simultaneous p-values for SIN model selection for undirected (or concentration) graphs.

Usage

sinUG(S,n,holm=TRUE)

Arguments

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

plotUGpvalues

Examples

data(fowlbones)
sinUG(fowlbones$corr,fowlbones$n)
sinUG(fowlbones$corr,fowlbones$n, holm=FALSE)