Prune square matrix to those variables having nonzero entries
Convenience function that prunes a square matrix to those variables (features) having nonzero row (column) entries (i.e., to features implied in graphical connections).
pruneMatrix(M)
M |
(Possibly sparsified) square |
A pruned matrix.
Carel F.W. Peeters <cf.peeters@vumc.nl>
## Obtain some (high-dimensional) data p = 25 n = 10 set.seed(333) X = matrix(rnorm(n*p), nrow = n, ncol = p) colnames(X)[1:25] = letters[1:25] ## Obtain regularized precision under optimal penalty OPT <- optPenalty.LOOCV(X, lambdaMin = .5, lambdaMax = 30, step = 100) ## Determine support regularized standardized precision under optimal penalty PC0 <- sparsify(symm(OPT$optPrec), threshold = "localFDR")$sparseParCor ## Prune sparsified partial correlation matrix PC0P <- pruneMatrix(PC0)
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