Model selection using local False Discovery Rate
This function is a wrapper arounf fdrtool to easilly compute a correlation or partial correlation network in which all nonsignificant edges are set to zero.
FDRnetwork(net, cutoff = 0.1, method = c('lfdr', 'pval', 'qval'))net | 
 A correlation or partial correlation matrix  | 
cutoff | 
 The cutoff value to use. The edges of which the value of the first element of   | 
method | 
 The method to use with the cutoff. Can be   | 
method = 'lfdr' could result in a very sparse network, so also looking at other values is advisable.
Sacha Epskamp <mail@sachaepskamp.com>
Bernd Klaus and Korbinian Strimmer. (2014). fdrtool: Estimation of (Local) False Discovery Rates and Higher Criticism. R package version 1.2.12. http://CRAN.R-project.org/package=fdrtool
## Not run: 
### Using bfi dataset from psych ###
library("psych")
data(bfi)
### CORRELATIONS ###
# Compute correlations:
CorMat <- cor_auto(bfi[,1:25])
# Run local FDR:
CorMat_FDR <- FDRnetwork(CorMat)
# Number of edges remaining:
mean(CorMat_FDR[upper.tri(CorMat_FDR,diag=FALSE)]!=0)
# None, so might use different criterion:
CorMat_FDR <- FDRnetwork(CorMat, method = "pval")
# Compare:
L <- averageLayout(CorMat, CorMat_FDR)
layout(t(1:2))
qgraph(CorMat, layout = L, title = "Correlation network", 
       maximum = 1, cut = 0.1, minimum = 0, esize = 20)
qgraph(CorMat_FDR, layout = L, title = "Local FDR correlation network", 
       maximum = 1, cut = 0.1, minimum = 0, esize = 20)
# Centrality:
centralityPlot(list(cor=CorMat, fdr = CorMat_FDR))
### PARTIAL CORRELATIONS ###
# Partial correlation matrix:
library("parcor")
PCorMat <- cor2pcor(CorMat)
# Run local FDR:
PCorMat_FDR <- FDRnetwork(PCorMat, cutoff = 0.1, method = "pval")
# Number of edges remaining:
mean(PCorMat_FDR[upper.tri(PCorMat_FDR,diag=FALSE)]!=0)
# Compare:
L <- averageLayout(PCorMat, PCorMat_FDR)
layout(t(1:2))
qgraph(PCorMat, layout = L, title = "Partial correlation network", 
          maximum = 1, cut = 0.1, minimum = 0, esize = 20)
qgraph(PCorMat_FDR, layout = L, title = "Local FDR partial correlation network", 
          maximum = 1, cut = 0.1, minimum = 0, esize = 20)
# Centrality:
centralityPlot(list(cor=PCorMat, fdr = PCorMat_FDR))
## End(Not run)Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.