Inference in Graphical Gaussian Models with Edge and Vertex Symmetries with the gRc Package for R

Søren Højsgaard, Steffen L Lauritzen

Research output: Contribution to journalJournal articleResearchpeer-review

13 Citations (Scopus)

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
Original languageEnglish
JournalJournal of Statistical Software
Volume23
Issue number6
Number of pages26
ISSN1548-7660
Publication statusPublished - 2007
Externally publishedYes

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