get.covariance: Covariance and precision matrices

Description Usage Arguments Details Value

Description

Methods for computing covariance and precision matrices given an estimated directed graph.

Usage

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Arguments

x

fitted sparsebnFit or sparsebnPath object.

data

data as sparsebnData object.

...

(optional) additional parameters

Details

For Gaussian data, the precision matrix corresponds to an undirected graphical model for the distribution. This undirected graph can be tied to the corresponding directed graphical model; see Sections 2.1 and 2.2 (equation (6)) of Aragam and Zhou (2015) for more details.

Value

Covariance (or precision) matrix as Matrix object.


itsrainingdata/sparsebnUtils documentation built on June 5, 2019, 5:43 p.m.