trueCov: Covariance matrix of a DAG.

In pcalg: Methods for Graphical Models and Causal Inference

Covariance matrix of a DAG.

Description

Compute the (true) covariance matrix of a generated DAG.

Usage

trueCov(dag, back.compatible = FALSE)

Arguments

dag	Graph object containing the DAG.
back.compatible	logical indicating if the data generated should be the same as with pcalg version 1.0-6 and earlier (where wgtMatrix() differed).

Value

Covariance matrix.

Note

This function can not be used to estimate the covariance matrix from an estimated DAG or corresponding data.

Author(s)

Markus Kalisch

See Also

randomDAG for generating a random DAG

Examples

set.seed(123)
g <- randomDAG(n = 5, prob = 0.3) ## generate random DAG
if(require(Rgraphviz)) {
plot(g)
}

## Compute true covariance matrix
trueCov(g)

## For comparison:
## Estimate true covariance matrix after generating data from g
d <- rmvDAG(10000, g)
cov(d)

pcalg documentation built on Sept. 26, 2023, 9:06 a.m.