Published by the Foundation for Open Access Statistics Editors-in-chief: Bettina Grün, Torsten Hothorn, Edzer Pebesma, Achim Zeileis    ISSN 1548-7660; CODEN JSSOBK
Authors: Søren Højsgaard, Steffen L. Lauritzen
Title: 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.

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Paper: Inference in Graphical Gaussian Models with Edge and Vertex Symmetries with the gRc Package for R     Download PDF (Downloads: 4491)
Supplements:
gRc_0.1.1.tar.gz: R source package Download (Downloads: 1480; 31KB)
v23i06.R: R example code from the paper Download (Downloads: 1854; 2KB)
DOI: 10.18637/jss.v023.i06

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Paper: Creative Commons Attribution 3.0 Unported License
Code: GNU General Public License (at least one of version 2 or version 3) or a GPL-compatible license.