gscor
finds the product-moment structural correlation between the adjacency matrices of graphs indicated by g1
and g2
in stack dat
(or possibly dat2
) given exchangeability list exchange.list
. Missing values are permitted.gscor(dat, dat2=NULL, g1=c(1:dim(dat)[1]), g2=c(1:dim(dat)[1]),
diag=FALSE, mode="digraph", method="anneal", reps=1000,
prob.init=0.9, prob.decay=0.85, freeze.time=25,
full.neighborhood=TRUE, exchange.list=rep(0, dim(dat)[2]))
dat
reflecting the first set of graphs to be compared; by default, all members of dat
are includeddat
(or dat2
, if applicable) reflecting the second set of graphs to be compared; by default, all members of dat
are included.diag
is FALSE
by default.mode
is set to "digraph" by default.The accessible permutation set is determined by the exchange.list
argument, which is dealt with in the following manner. First, exchange.list
is expanded to fill an nx2 matrix. If exchange.list
is a single number, this is trivially accomplished by replication; if exchange.list
is a vector of length n, the matrix is formed by cbinding two copies together. If exchange.list
is already an nx2 matrix, it is left as-is. Once the nx2 exchangeability matrix has been formed, it is interpreted as follows: columns refer to graphs 1 and 2, respectively; rows refer to their corresponding vertices in the original adjacency matrices; and vertices are taken to be theoretically exchangeable iff their corresponding exchangeability matrix values are identical. To obtain an unlabeled graph correlation (the default), then, one could simply let exchange.list
equal any single number. To obtain the standard graph correlation, one would use the vector 1:n
.
Because the set of accessible permutations is, in general, very large ($o(n!)$), searching the set for the maximum correlation is a non-trivial affair. Currently supported methods for estimating the structural correlation are hill climbing, simulated annealing, blind monte carlo search, or exhaustive search (it is also possible to turn off searching entirely). Exhaustive search is not recommended for graphs larger than size 8 or so, and even this may take days; still, this is a valid alternative for small graphs. Blind monte carlo search and hill climbing tend to be suboptimal for this problem and are not, in general recommended, but they are available if desired. The preferred (and default) option for permutation search is simulated annealing, which seems to work well on this problem (though some tinkering with the annealing parameters may be needed in order to get optimal performance). See the help for lab.optimize
for more information regarding these options.
Structural correlation matrices are p.s.d., and are p.d. so long as no graph within the set is a linear combination of any other under any accessible permutation. Their eigendecompositions are meaningful and they may be used in linear subspace analyses, so long as the researcher is careful to interpret the results in terms of the appropriate set of accessible labelings. Classical null hypothesis tests should not be employed with structural correlations, and QAP tests are almost never appropriate (save in the uniquely labeled case). See cugtest
for a more reasonable alternative.
gscov
, gcor
, gcov
#Generate two random graphs
g.1<-rgraph(5)
g.2<-rgraph(5)
#Copy one of the graphs and permute it
perm<-sample(1:5)
g.3<-g.2[perm,perm]
#What are the structural correlations between the labeled graphs?
gscor(g.1,g.2,exchange.list=1:5)
gscor(g.1,g.3,exchange.list=1:5)
gscor(g.2,g.3,exchange.list=1:5)
#What are the structural correlations between the underlying
#unlabeled graphs?
gscor(g.1,g.2)
gscor(g.1,g.3)
gscor(g.2,g.3)
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