Gaussian Graphs Models Selection

Graph estimation in Gaussian Graphical Models, following the method developed by C. Giraud, S. Huet and N. Verzelen (2012) . The main functions return the adjacency matrix of an undirected graph estimated from a data matrix.


============= Release 0.1-12 Date: 2017-04-06

  • File src/critQE.c : protect the variable named "list" in function GGMcritminQE
  • Register the C and Fortran routines

============= Release 0.1-11 Date: 2016-11-23

  • File src/critQE.c : fix a bug in function GGMcritminQE. The argument was modified without previous copy, which can have unpredictable results in some cases.
  • File DESCRIPTION: new URL for the package

============= Release 0.1-10 Date: 2015-08-26

  • NAMESPACE: import the used functions from the "stats" package.
  • Improve tests: suppress results that give different results on platforms without long doubles.

============= Release 0.1-9 Date: 2014-09-10

  • R new version compatibility change: option DUP=FALSE in the call to the C programs removed (soon deprecated)in MyFamily.R
  • NAMESPACE: import of the suggested packages added
  • man files: include example code chunks in "dontrun" to avoid long time executions
  • scr files: remove unused declarations and variables

============= Release 0.1-8 Date: 2013-12-12

  • R new version compatibility change: function 'onLoad' replaced by function 'onAttach'. It is coded in file 'zzz.R' instead of file 'onLoad.R'
  • Improve tests: add results display in the test files

============= Release 0.1-7 Date: 2013-03-08

  • Minor changes for R3.0.0 compatibility

============= Release 0.1-6 Date: 2012-09-05

  • Fix bugs: Increase size of the iwork working array for the invocation of dgesdd Condition the output of lars to the value of the argument 'verbose'

============= Release 0.1-5 Date: 2012-04-17

  • Fix bugs: Increase size of the iwork working array, in "MyFamily"

============= Release 0.1-4 Date: 2011-12-05

  • Fix bugs: Increase size of the iwork working array, and stop when the return of bouclet is entirely equal to NaN in EW

============= Release 0.1-3 Date: 2011-02-09

  • Some changes in the Notice

============= Release 0.1-2 Date: 2010-08-25

  • Make more explicit some error messages

Reference manual

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0.1-12.4 by Benjamin Auder, a month ago

Browse source code at

Authors: Annie Bouvier , Christophe Giraud , Sylvie Huet , Verzelen N.

Documentation:   PDF Manual  

GPL (>= 3) license

Imports lars, gtools, stats

Depends on mvtnorm

Suggests network, glasso

Imported by shock.

See at CRAN