swMATH ID: 33627
Software Authors: Yang Feng, Jianqing Fan, Lucy Xia
Description: R package pgraph: Build Dependency Graphs using Projection. Implements a general framework for creating dependency graphs using projection as introduced in Fan, Feng and Xia (2019)<arXiv:1501.01617>. Both lasso and sparse additive model projections are implemented. Both Pearson correlation and distance covariance options are available to generate the graph.
Homepage: https://cran.r-project.org/web/packages/pgraph/index.html
Source Code:  https://github.com/cran/pgraph
Dependencies: R
Related Software: FarmTest; multivariance; MIM; GAMLSS; glasso; R
Cited in: 1 Document

Cited in 1 Serial

1 Journal of Econometrics

Cited in 1 Field

1 Statistics (62-XX)

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