The function calculates various network statistics from a sparse matrix. The
input matrix P
is assumed to be a sparse precision or partial
correlation matrix. The sparse matrix is taken to represent a conditional
independence graph. In the Gaussian setting, conditional independence
corresponds to zero entries in the (standardized) precision matrix. Each
node in the graph represents a Gaussian variable, and each undirected edge
represents conditional dependence in the sense of a nonzero corresponding
precision entry.
The function calculates various measures of centrality: node degree,
betweenness centrality, closeness centrality, and eigenvalue centrality. It
also calculates the number of positive and the number of negative edges for
each node. In addition, for each variate the mutual information (with all
other variates), the variance, and the partial variance is represented. It
is also indicated if the graph is chordal (i.e., triangulated). For more
information on network measures, consult, e.g., Newman (2010).