R/misc.R

In CARlasso: Conditional Autoregressive LASSO

stein_loss <- function(Omega, Omega_hat) {
  stein_loss_cpp(Omega, Omega_hat)
}

get_graph <- function(CAR_sample, k, summary = "mean") {
  Omega <- matrix(0, k, k)
  Omega[upper.tri(Omega, T)] <- apply(CAR_sample$Omega, 2, summary)
  Omega <- Omega + t(Omega)
  diag(Omega) <- 0.5 * diag(Omega)
  return(Omega)
}

get_CAR_MB <- function(B, Omega) {
  D <- diag(diag(Omega))
  R <- D - Omega

  return(list(
    M = diag(1 / diag(Omega)),
    C = t(solve(D, R)), B = t(solve(D, t(B)))
  ))
}

get_partial_correlation <- function(Omega) {
  Sigma <- solve(Omega)
  D <- diag(sqrt(diag(Sigma)))
  D %*% Omega %*% D
}