Build Dependency Graphs using Projection

Implements a general framework for creating dependency graphs using projection as introduced in Fan, Feng and Xia (2019). Both lasso and sparse additive model projections are implemented. Both Pearson correlation and distance covariance options are available to generate the graph.


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install.packages("pgraph")

1.6 by Yang Feng, 10 months ago


Browse source code at https://github.com/cran/pgraph


Authors: Yang Feng [aut, cre] , Jianqing Fan [aut] , Lucy Xia [aut]


Documentation:   PDF Manual  


GPL-2 license


Imports SAM, energy, glasso, glmnet, splines


See at CRAN