fitSgraph: Estimate covariance matrix of a graphical model

In simPATHy: A Method for Simulating Data from Perturbed Biological Pathways

Description

Fit a Gaussian Graphical Model or a Gaussian Bayesian Network by maximum likelihood.

Usage

fitSgraph(graph, S)

Arguments

graph	A directed or undirected graph represented as a graphNEL object.
S	A sample covariance matrix

Details

If graph is undirected it uses the Iterative Proprotional Fitting algoritm (qpgraph package). If graph is directed it uses Iterative Conditional Fitting (ggm package).

Value

A covariance matrix with the independence constraints entailed by the graph.

References

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.

See Also

icfmag, qpIPF

simPATHy documentation built on Nov. 23, 2021, 5:07 p.m.