MWSF: The (positive) maximum weight spanning forest

In pzwiernik/mtp2: Working with Gaussian totally positive distributions

Description

Computes the Chow-Liu estimate or the positive Chow-Liu estimate in which case only nonnnegative entries of S are taken into account. The Chow-Liu estimate corresponds to the maximum likelihood over all Gaussian tree models.

Usage

MWSF(S, positive = TRUE)

Arguments

S	a sample covariance matrix
positive	TRUE

Examples

S <- matrix(c(11.376,0.745,8.446,2.066,7.686, -0.759,0.745, 33.069,
0.672, 36.047,2.016, 32.059,8.446,0.672,8.937,0.315,6.864, -0.598,
2.066, 36.047,0.315, 51.939,2.187, 41.587,7.686,2.016,6.864,2.187,
7.645,0.384, -0.759, 32.059, -0.598, 41.587,0.384, 41.560),6,6)
MWSF(S)

pzwiernik/mtp2 documentation built on Aug. 9, 2020, 12:34 p.m.