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

Abstract:
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.
Publication status:
Published

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Authors


Hojsgaard, S More by this author
More by this author
Institution:
University of Oxford
Department:
Oxford, MPLS, Statistics
Journal:
JOURNAL OF STATISTICAL SOFTWARE
Volume:
23
Issue:
6
Pages:
1-26
Publication date:
2007-12-05
EISSN:
1548-7660
ISSN:
1548-7660
URN:
uuid:7cc84290-a4f5-4910-8510-8741115a8636
Source identifiers:
97530
Local pid:
pubs:97530

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