treepcor

Define a tree used to model correlation matrices
using a shared latent variables method represented by a tree,
whose nodes represent the two kind of variables:
children and parent. See treepcor.

Implement some models for
correlation/covariance matrices including two approaches
to model correlation matrices from a graphical structure.
One use latent parent variables as proposed in
Sterrantino et. al. (2024) <doi:10.48550/arXiv.2312.06289>.
The other uses a graph to specify conditional
relations between the variables.
The graphical structure makes correlation matrices
interpretable and avoids the quadratic increase of
parameters as a function of the dimension.
In the first approach a natural sequence of simpler
models along with a complexity penalization is used.
The second penalizes deviations from a base model.
These can be used as prior for model parameters,
considering C code through the 'cgeneric' interface
for the 'INLA' package (<https://www.r-inla.org>).
This allows one to use these models as building
blocks combined and to other latent Gaussian models
in order to build complex data models.

Elias Teixeira Krainski

graphpcor

Models for Correlation Matrices Based on Graphs

Elias Krainski

Denis Rustand

Anna Freni-Sterrantino

Janet van Niekerk

Haavard Rue’

treepcor function

<dl><dt>...</dt>
<dd>a list of formula used as relationship
to define a three for correlation modeling, see <code>treepcor()</code>.
Parent nodes shall be in the right side while children
(or parent with a parent) in the left side.</dd></dl>

Arguments

Define a tree used to model correlation matrices
using a shared latent variables method represented by a tree,
whose nodes represent the two kind of variables:
children and parent. See treepcor. — treepcor

<dl>

<dt>...</dt>
<dd>a list of formula used as relationship
to define a three for correlation modeling, see <code>treepcor()</code>.
Parent nodes shall be in the right side while children
(or parent with a parent) in the left side.</dd>

</dl>

Define a tree used to model correlation matrices
using a shared latent variables method represented by a tree,
whose nodes represent the two kind of variables:
children and parent. See treepcor.

treepcor: Define a tree used to model correlation matrices using a shared latent variables method represented by a tree, whose nodes represent the two kind of variables: children and parent. See treepcor.

Description

Usage

Value

Arguments

Details

Examples