ComGGL {ComGGL}R Documentation

Estimate an undirected graphical model and communities of nodes

Description

The function uses a joint group graphical lasso approach with community detection-based grouping.

Usage

ComGGL(Y,lambda1,lambda2,lambda3,K,pd,list.controls)

Arguments

Y

Data matrix of dimension nxp.

lambda1

Regularization parameter that dictates the sparsity of the undirected graphs

lambda2

Regularization parameter that controls the grouping effect

lambda3

Regularization parameter that controls the balance between S (empirical covariance matrix) and X in the objective function; default is 1.

K

The number of desired communities of nodes; default is NULL and the function searches for an optimal number of communities.

pd

Indicator if X should be assumed positive definite; default is TRUE. If pd=FALSE is used, then the function assumes X is positive semi-definite.

list.controls

List of control parameters specifying:

penalize.diagonal: Indicator if the diagonal should be penalized or not; default is FALSE

plotConvergence: Indicator if the convergence graphs should be ploted or not; default is FALSE

seedKMEANS: Seed for the K-means algorithm; default is 1234

rho: Parameter used for the ADMM optimizer; default is 1

maxiterADMM: Number of maximal iterations of the ADMM; default is 500

maxiterKMEANS: Number of maximal iterations of the K-means algorithm; default is 500

tol: Tolerance threshold for assesing convergence; default is 1e-04

alpha: Parameter used for the ADMM optimizer; default is 0.7

Value

A list containing the objects:

Components

Vector of size p of community labels (one per node).

A

Adjacency matrix of dimension pxp corresponding to the undirected graph.

X

Membership matrix of dimension pxp.

Theta

Concentration matrix of dimension pxp.

Z1

Dual variables matrix corresponding to Theta.

Z2

Dual variables matrix corresponding to X.

Convergence

Convergence history across iterations.

See Also

cvComGGL

Examples

data(fmri)
obj=ComGGL(Y,.4,.2)

[Package ComGGL version 1.0 Index]