newMallowsProposal: Maximum likelihood estimation of GBN with new node order.

Description Usage Arguments Value Examples

Description

This function is used by the MCMC.GBN algorithm every step : it propose a new order, order nodes of the GBN according to the new order, computes the maximum likelihood estimator based on the data.

Usage

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newMallowsProposal(GBN, data, alpha, alpha2, lambda = 0, listblocks = list(), str = matrix(1, length(GBN@resSigma), length(GBN@resSigma)))

Arguments

GBN

GBN - An object of class GBN. If this is a step of the MCMC.GBN function, this argument is the maximum likelihood estimation of the previous iteration.

data

data - can be obtained by the function dataFormat.

alpha

double - First Mallows temperature.

alpha2

double - Second Mallows temperature. If listblocks is empty, this argument won't be used.

lambda

logarithmic - Coefficient of the penalty Ridge.

listblocks

list - A list of nodes of the form (c("N1","N2"),c("N3","N4","N5")) where "N1","N2","N3","N4" and "N5" are elements of rownames and colnames of firstGBN elements and data elements.

str

matrix - To improve the efficiency of the algorithm, a structure can be add. Colnames and rownames are not needed.

Value

GBN

The maximum likelihood estimation of the first GBN calculated according to the data and the new node order.

data

The data are ordered according to the new node order proposed by the rmallows or rmallowsBlocks function using dataOrder.

Examples

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# Data creation

seed = 1990
n = 3000
p <- 10
m<-rep(0,10)
sigma<-rep(0.1,10) 

W <- 1*upper.tri(matrix(0,p,p))

data <- dataCreate(nbData = 2*p, p = 10,KO = list(1,9), nbKO = c(p,p), W = W , m = m,sigma = sigma, seed = seed)$data

# Initial Value

W1=1*upper.tri(matrix(0,p,p)) 
m1=rep(0,p)
s1=rep(10e-4,p)
colnames(W1)=names(m1)=names(s1)=rownames(W1)=paste("N",1:p,sep="")

firstGBN = new("GBNetwork",WeightMatrix=W1,resMean=m1,resSigma=s1)  

newMallowsProposal(firstGBN, data, alpha = 0.5, alpha2 = 0.01, lambda=0) 

andreamrau/GBNcausal documentation built on May 12, 2019, 3:34 a.m.