Inference in graphical Gaussian models with edge and vertex symmetries with the gRc package for R

In this paper we present the R package gRc for statistical inference in graphical Gaussian models in which symmetry restrictions have been imposed on the concentration or partial correlation matrix. The models are represented by coloured graphs where parameters associated with edges or vertices of s...

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Main Authors: Hojsgaard, S, Lauritzen, S
Format: Journal article
Language:English
Published: 2007
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author Hojsgaard, S
Lauritzen, S
author_facet Hojsgaard, S
Lauritzen, S
author_sort Hojsgaard, S
collection OXFORD
description In this paper we present the R package gRc for statistical inference in graphical Gaussian models in which symmetry restrictions have been imposed on the concentration or partial correlation matrix. The models are represented by coloured graphs where parameters associated with edges or vertices of same colour are restricted to being identical. We describe algorithms for maximum likelihood estimation and discuss model selection issues. The paper illustrates the practical use of the gRc package.
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spelling oxford-uuid:7cc84290-a4f5-4910-8510-8741115a86362022-03-26T20:59:11ZInference in graphical Gaussian models with edge and vertex symmetries with the gRc package for RJournal articlehttp://purl.org/coar/resource_type/c_dcae04bcuuid:7cc84290-a4f5-4910-8510-8741115a8636EnglishSymplectic Elements at Oxford2007Hojsgaard, SLauritzen, SIn this paper we present the R package gRc for statistical inference in graphical Gaussian models in which symmetry restrictions have been imposed on the concentration or partial correlation matrix. The models are represented by coloured graphs where parameters associated with edges or vertices of same colour are restricted to being identical. We describe algorithms for maximum likelihood estimation and discuss model selection issues. The paper illustrates the practical use of the gRc package.
spellingShingle Hojsgaard, S
Lauritzen, S
Inference in graphical Gaussian models with edge and vertex symmetries with the gRc package for R
title Inference in graphical Gaussian models with edge and vertex symmetries with the gRc package for R
title_full Inference in graphical Gaussian models with edge and vertex symmetries with the gRc package for R
title_fullStr Inference in graphical Gaussian models with edge and vertex symmetries with the gRc package for R
title_full_unstemmed Inference in graphical Gaussian models with edge and vertex symmetries with the gRc package for R
title_short Inference in graphical Gaussian models with edge and vertex symmetries with the gRc package for R
title_sort inference in graphical gaussian models with edge and vertex symmetries with the grc package for r
work_keys_str_mv AT hojsgaards inferenceingraphicalgaussianmodelswithedgeandvertexsymmetrieswiththegrcpackageforr
AT lauritzens inferenceingraphicalgaussianmodelswithedgeandvertexsymmetrieswiththegrcpackageforr