select.var_estimate: Graph Selection for 'var.estimate' Object

In donaldRwilliams/BGGM: Bayesian Gaussian Graphical Models

Graph Selection for var.estimate Object

Description

Graph Selection for var.estimate Object

Usage

## S3 method for class 'var_estimate'
select(object, cred = 0.95, alternative = "two.sided", ...)

Arguments

object	An object of class VAR.estimate.
cred	Numeric. The credible interval width for selecting the graph (defaults to 0.95; must be between 0 and 1).
alternative	A character string specifying the alternative hypothesis. It must be one of "two.sided" (default), "greater" or "less". See note for futher details.
...	Currently ignored.

Value

An object of class select.var_estimate, including

• pcor_adj Adjacency matrix for the partial correlations.

• beta_adj Adjacency matrix for the regression coefficients.

• pcor_weighted_adj Weighted adjacency matrix for the partial correlations.

• beta_weighted_adj Weighted adjacency matrix for the regression coefficients.

• pcor_mu Partial correlation matrix (posterior mean).

• beta_mu A matrix including the regression coefficients (posterior mean).

Examples

# data
Y <- subset(ifit, id == 1)[,-1]

# fit model with alias (var_estimate also works)
fit <- var_estimate(Y, progress = FALSE)

# select graphs
select(fit, cred = 0.95)

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