estimate: Point-estimate of posterior distribution

In bspcov: Bayesian Sparse Estimation of a Covariance Matrix

Point-estimate of posterior distribution

Description

Compute the point estimate (mean) to describe posterior distribution.

Usage

estimate(object, ...)

## S3 method for class 'bspcov'
estimate(object, ...)

Arguments

object	an object from bandPPP, bmspcov, sbmspcov, and thresPPP.
...	additional arguments for estimate.

Value

Sigma

the point estimate (mean) of covariance matrix.

Author(s)

Seongil Jo

See Also

plot.postmean.bspcov

Examples

n <- 25
p <- 50
Sigma0 <- diag(1, p)
X <- MASS::mvrnorm(n = n, mu = rep(0, p), Sigma = Sigma0)
res <- bspcov::bandPPP(X,2,0.01,nsample=100)
est <- bspcov::estimate(res)

bspcov documentation built on April 12, 2025, 9:16 a.m.