Robustly fitting Gaussian graphical models: the R-package robFitConGraph
Methodology
2022-12-02 v2 Computation
Abstract
A tutorial-style introduction to the R-package robFitConGraph is given. The latter provides a robust goodness-of-fit test for Gaussian graphical models. Its use is demonstrated at a data example on music performance anxiety, which also illustrates why one would want to fit a Gaussian graphical model - and why one should do so robustly. The underlying statistical theory is briefly explained. The paper describes package version 0.4.1, available on CRAN from December 1, 2022. See https://CRAN.R-project.org/package=robFitConGraph
Keywords
Cite
@article{arxiv.2204.04291,
title = {Robustly fitting Gaussian graphical models: the R-package robFitConGraph},
author = {Daniel Vogel and Stuart J. Watt and Anna Wiedemann},
journal= {arXiv preprint arXiv:2204.04291},
year = {2022}
}