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arXiv · 2204.04291

Robustly fitting Gaussian graphical models: the R-package robFitConGraph

Daniel Vogel·Stuart J. Watt·Anna Wiedemann
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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

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Daniel Vogel, Stuart J. Watt, Anna Wiedemann. 2022-12-01. Robustly fitting Gaussian graphical models: the R-package robFitConGraph. https://arxiv.org/abs/2204.04291

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