
CRAN . RSTUDIO . COM {
}
Title:
CRAN: Package graphpcor
Description:
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) <<a href="https://doi.org/10.48550%2FarXiv.2312.06289" target="_top">doi:10.48550/arXiv.2312.06289</a>>. 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
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Keywords {🔍}
models, aut, matrices, cph, graphpcortgz, graphpcor, correlation, model, gpl, graphpcorzip, rrelease, roldrel, graphical, structure, latent, variables, graph, parameters, inla, package, elias, krainski, binaries, arm, based, graphs, implement, correlationcovariance, including, approaches, parent, proposed, sterrantino, doiarxiv, conditional, relations, makes, interpretable, avoids, quadratic, increase, function, dimension, approach, natural, sequence, simpler, complexity, penalization, penalizes,
Topics {✒️}
correlation/covariance matrices including correlation matrices based model correlation matrices building blocks combined gz windows binaries graphpcor results documentation graphpcor archive linking graphical structure latent parent variables latent gaussian models /testing cran checks zip macos binaries canonical form https r-inla-download org/package=graphpcor base model graphpcor author r-devel r-release r-oldrel r-project graphs implement conditional relations quadratic increase natural sequence simpler models complexity penalization penalizes deviations 'cgeneric' interface numderiv imports rgraphviz suggests reference manual pdf downloads package source r-inla model parameters 'inla' package gpl-3 [expanded aut sterrantino graphpcor models variables package inla //inla 32614/cran https org/ zip
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