precision: Precision Matrix Posterior Distribution

In donaldRwilliams/BGGM: Bayesian Gaussian Graphical Models

Precision Matrix Posterior Distribution

Description

Transform the sampled correlation matrices to precision matrices (i.e., inverse covariance matrices).

Usage

precision(object, progress = TRUE)

Arguments

object	An object of class estimate.
progress	Logical. Should a progress bar be included (defaults to TRUE) ?

Value

• precision_mean The mean of the precision matrix (p by p matrix).

• precision 3d array of dimensions p by p by iter including unconstrained (i.e., from th full graph) precision matrices.

Note

The estimated precision matrix is the inverse of the correlation matrix.

Examples

# data
Y <- ptsd

# fit model
fit <- estimate(Y)

# precision matrix
Theta <- precision(fit)

donaldRwilliams/BGGM documentation built on April 17, 2024, 5:52 p.m.