doi:10.48550/arXiv.2312.06289>. 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 'cgeneric' interface for the 'INLA' package (<https://www.r-inla.org>). This allows one to use these models as building blocks combined and to other latent Gaussian models in order to build complex data models.">

graphpcor: Models for Correlation Matrices Based on Graphs (original) (raw)

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) <doi:10.48550/arXiv.2312.06289>. 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 'cgeneric' interface for the 'INLA' package (<https://www.r-inla.org>). This allows one to use these models as building blocks combined and to other latent Gaussian models in order to build complex data models.

Version: 0.1.12
Depends: R (≥ 4.3), Matrix, graph, numDeriv
Imports: methods, stats, utils, Rgraphviz
Suggests: INLA (≥ 24.02.09)
Published: 2025-04-27
DOI: 10.32614/CRAN.package.graphpcor
Author: Elias Krainski ORCID iD [cre, aut, cph], Denis Rustand ORCID iD [aut, cph], Anna Freni-SterrantinoORCID iD [aut, cph], Janet van Niekerk ORCID iD [aut, cph], Haavard Rue’ ORCID iD [aut]
Maintainer: Elias Krainski
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
Additional_repositories: https://inla.r-inla-download.org/R/testing
CRAN checks: graphpcor results

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