title: Constructing a planar maximally filtered graph from a correlation matrix in R
body: <p>I haven't found a package or function that can do this. There used to be a super slow function that could <a href="https://www.rdocumentation.org/packages/NetworkToolbox/versions/1.1.1/topics/PMFG" rel="nofollow noreferrer">https://www.rdocumentation.org/packages/NetworkToolbox/versions/1.1.1/topics/PMFG</a>. It was removed. The author posed hsi code and I've used it, but it's too slow on matrices with many elements.</p>
  <p>Further, I thought that a PMFG could be constructed from an identity matrix with ones if the vertex is one of the 3<em>n - 6 edges (high correlation) and zeros otherwise. I've done this with igraph, and I get a graph that does not contain all vertices. This is a problem, as my understanding is that the PMFG does contain all edges, although 3</em>n - 6 edges.</p>
  <p>Is there a graph theory package out there can perform the calculations necessary to get a PMFG from a correlation matrix?</p>
  <p>Thank you</p>