BayesGLASSOAdaptive: Adaptive Bayesian Graphical LASSO.

Description Usage Arguments Value

Description

BayesGLASSOAdaptive Provides a regularized precision matrix estimate using a Bayesian GLASSO, in which different shrinkage parameter values are used for each off-diagonal element.

Usage

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BayesGLASSOAdaptive(data, lambda_shape = 0.01, lambda_rate = 1e-06,
  nBurnin = 10000, nIter = 10000, verbose = TRUE, lambdaDiag = 1)

Arguments

data

A data matrix with rows representinh participants and columns representing variables/nodes.

lambda_shape

The rate parameter for the hyperprior of lambda, the parameter that determines the amount of shirnkage.

lambda_rate

The scale parameter for the hyperprior of lambda, the parameter that determines the amount of shirnkage.

nIter

The number of iterations for the Gibbs-sampler.

verbose

If 'TRUE'displays a progress bar.

lambdaDiag

The shrinkage parameter value to be used for diagonal elements.

nBurning

The number of burn-in iterations for the Gibbs-sampler.

Value

The function returns the following output:

Omega

A dataframe containing the estimated precision matrix for each itteration of the Gibbs-sampler.

pcor

A dataframe containing the estimated partial correlation matrix for each itteration of the Gibbs-sampler.

lambda_sq

A dataframe containing the estimates for the local hyper parameter lambda for each itteration of the Gibbs-sampler.

tau_sq

A dataframe containing the estimates for the global hyper parameter tau for each itteration of the Gibbs-sampler.

Strength

A dataframe containing the estimated strength centrality for each node for each itteration of the Gibbs-sampler.

Closeness

A dataframe containing the estimated closeness centrality for each node for each itteration of the Gibbs-sampler.

Betweenness

A dataframe containing the estimated betweenness centrality for each node for each itteration of the Gibbs-sampler.

optwi

The point estimate for the precision matrix obtained by taking the mode of the posterior distribution.

optpcor

The point estimate for the partial correlation matrix obtained by taking the mode of the posterior distribution.

CredInt

The 95% Credibility interval for the elements of the precision matrix.

optStrength

The point estimate for strength centrality of each node based on the point estimate of the partial correlation matrix.

CIStrength

The 95% Credibility Interval for the strength centrality of each node.

optCloseness

The point estimate for closeness centrality of each node based on the point estimate of the partial correlation matrix.

CICloseness

The 95% Credibility Interval for the closeness centrality of each node.

optBetween

The point estimate for betweenness centrality of each node based on the point estimate of the partial correlation matrix.

CIBetween

The 95% Credibility Interval for the betweenness centrality of each node.

The following output is only returned in case of missing data.

Missing

Indicator for which observations where missing.

ImputedValues

The imputed values for each missing datapoint for each itteration of the Gibbs-sampler.

CompleteData

The original dataset with missing values replaced by the mean imputed value for each missing data point.

OriginalData

The original dataset with missing values.


SachaEpskamp/BayesGGM documentation built on May 8, 2019, 6:44 p.m.