beam-class | R Documentation |
An S4 class representing the output of the beam
function.
## S4 method for signature 'beam'
print(x, ...)
## S4 method for signature 'beam'
show(object)
## S4 method for signature 'beam'
summary(object, ...)
## S4 method for signature 'beam'
marg(object)
## S4 method for signature 'beam'
cond(object)
## S4 method for signature 'beam'
mcor(object)
## S4 method for signature 'beam'
pcor(object)
## S4 method for signature 'beam'
postExpSigma(object, vars.method="eb")
## S4 method for signature 'beam'
postExpOmega(object, vars.method="eb")
## S4 method for signature 'beam'
plotML(object, ...)
## S4 method for signature 'beam'
plotCor(object, type = object@type, order = 'original', by = "marginal")
## S4 method for signature 'beam'
bgraph(object)
## S4 method for signature 'beam'
ugraph(object)
x |
An object of class |
object |
An object of class |
type |
character. Type of correlation to be displayed (marginal, conditional or both) |
order |
character. Either 'original' or 'clust'. If 'clust' the rows and columns of the correlation matrix are reordered using the cluster memberships obtained by the Louvain clustering algorithm. |
by |
character. When type ="both" and order = 'clust', specifies whether the clustering has to be performed using the complete weighted marginal or conditional independence graph. |
vars.method |
character. Method of shrinkage estimation for the variances. Either 'eb', 'mean', 'median' for shrinkage estimation of variance respectively towards an estimated shrinkage target, the mean or the median of the sample variances. Choosing 'none' carries out no shrinkage and uses the sample variances, whereas choosing 'scaled' means that the sample covariance has unit diagonal. |
... |
further arguments passed to or from other methods. |
table
dat.frame. A data.frame containing marginal and/or partial correlation estimates, Bayes factors and tail probabilities for each edge.
deltaOpt
numeric. Empirical Bayes estimate of hyperparameter delta.
alphaOpt
numeric. Empirical Bayes estimate of hyperparameter alpha.
dimX
numeric. Dimension of the input data matrix X.
type
character. Input argument.)
varlabs
character. Column labels of X.
gridAlpha
matrix. A matrix containing the log-marginal likelihood of the Gaussian conjugate model as a function of a grid of values of alpha and delta.
valOpt
numeric. Maximum value of the log-marginal likelihood of the Gaussian conjugate model.
return.only
character. Input argument.
time
numeric. Running time (in seconds).
TinvStdev
numeric. Square root of partial variances.
s
numeric. Sample variances.
rzij
numeric. Statistics.
Gwenael G.R. Leday and Ilaria Speranza
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