posteriorInference: Posterior inference

Description Usage Arguments Value

Description

Inferential statistics for the simulated posterior distributions of the covariance and concentration parameter matrices for Gaussian Graphical Models estimated via the adaptive or non-adaptive Bayesian Graphical Lasso

Usage

1
posteriorInference(bglObj, parameter = "Omega", alpha = 0.05, ...)

Arguments

parameter

Options are "Omega" for the posterior distribution of the concentration matrix or "Sigma" for the covariance matrix

x

Bayesian Graphical Lasso object as returned by the function blockGLasso

Value

posteriorMean

Matrix of mean values of the simulated posterior distribution

posteriorSd

Matrix of standard deviation values of the simulated posterior distribution

posteriorMedian

Matrix of median values of the simulated posterior distribution

lowerCI

Lower limit of the Bayesian credible interval for each matrix parameter

upperCI

Upper limit of the Bayesian credible interval for each matrix parameter


trainorp/BayesianGLasso documentation built on May 9, 2019, 12:51 p.m.