PMFG

Build the PMFG graph from a similarity matrix

Calculates the PMFG graph from a matrix of weights W (typically a similarity measure, e.g. correlations)
PMFG = doPMFG(W) returns the palnar maximally filtered graph (PMFG)
PMFG is a sparse matrix with PMFG(i,j)=W(i,j) if the edge i-j is present
and PMFG(i,j)=0 if not
W must be sparse, real, square and symmetric

Tomaso Aste
UCL Computer Science

Please refer to:

T. Aste, T. Di Matteo and S. T. Hyde,
Complex Networks on Hyperbolic Surfaces,
Physica A 346 (2005) 20-26.

M. Tumminello, T. Aste, T. Di Matteo, R.N. Mantegna,
A tool for filtering information in complex systems,
Proceedings of the National Academy of Sciences of the United States
of America (PNAS) 102 (2005) 10421-10426.

in your published research.