select.var_estimate: Graph Selection for 'var.estimate' Object

View source: R/select.VAR_estimate.R

select.var_estimateR Documentation

Graph Selection for var.estimate Object

Description

Graph Selection for var.estimate Object

Usage

## S3 method for class 'var_estimate'
select(object, cred = 0.95, alternative = "two.sided", ...)

Arguments

object

An object of class VAR.estimate.

cred

Numeric. The credible interval width for selecting the graph (defaults to 0.95; must be between 0 and 1).

alternative

A character string specifying the alternative hypothesis. It must be one of "two.sided" (default), "greater" or "less". See note for futher details.

...

Currently ignored.

Value

An object of class select.var_estimate, including

  • pcor_adj Adjacency matrix for the partial correlations.

  • beta_adj Adjacency matrix for the regression coefficients.

  • pcor_weighted_adj Weighted adjacency matrix for the partial correlations.

  • beta_weighted_adj Weighted adjacency matrix for the regression coefficients.

  • pcor_mu Partial correlation matrix (posterior mean).

  • beta_mu A matrix including the regression coefficients (posterior mean).

Examples


# data
Y <- subset(ifit, id == 1)[,-1]

# fit model with alias (var_estimate also works)
fit <- var_estimate(Y, progress = FALSE)

# select graphs
select(fit, cred = 0.95)



BGGM documentation built on Sept. 11, 2024, 5:19 p.m.