Fit a Gaussian Graphical Model or a Gaussian Bayesian Network by maximum likelihood.
A directed or undirected graph represented as a graphNEL object.
A sample covariance matrix
If graph is undirected it uses the Iterative Proprotional Fitting algoritm (qpgraph package). If graph is directed it uses Iterative Conditional Fitting (ggm package).
A covariance matrix with the independence constraints entailed by the graph.
Drton, M. & Richardson, T. S. (2003). A new algorithm for maximum likelihood estimation in Gaussian graphical models for marginal independence. Proceedings of the Ninetheen Conference on Uncertainty in Artificial Intelligence, 184-191.
Whittaker, J. Graphical models in applied multivariate statistics. Wiley, 1990.
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