InferWald: Infer by the Wald test.

In FLAG: Flexible and Accurate Gaussian Graphical Models

Infer by the Wald test.

Description

Infer by the Wald test.

Usage

InferWald(Omega.inv, n, K, Y.vec, Gamma_e)

Arguments

Omega.inv	Matrix, with size (2n)*(2n).
n	Integer.
K	Matrix, with size n*n.
Y.vec	Matrix, with size (2*n)*1, the vectorized Y.
Gamma_e	Matrix, with size 2*2.

Value

List, the covariance matrix, which is the inverse of the Fisher information matrix, inferred by the Wald test, the estimated off-diagonal element eta in the matrix Gamma_epsilon, the standard error of eta, the p-value of eta, the estimated partial correlation rho, the standard error of rho, the p-value of rho.

Examples

InferWald(Omega.inv, n, K, Y.vec, Gamma_e)

FLAG documentation built on April 12, 2025, 9:10 a.m.