rcox: Main function for specifying RCON/RCOR models

In gRc: Inference in Graphical Gaussian Models with Edge and Vertex Symmetries

Description

This is the main function for specifying and fitting RCON/RCOR models in the package along with certain utility functions.

Usage

rcox(gm = NULL, vcc = NULL, ecc = NULL, type = c("rcon", "rcor"),
method = "ipm",
fit = TRUE, data = NULL, S = NULL, n = NULL, Kstart, control = list(),
details=1, trace=0)

Arguments

gm	Generating class for a grapical Gaussian model, see 'Examples' for an illustration
vcc	List of vertex colour classes for the model
ecc	List of edge colour classes for the model
type	Type of model. Default is RCON
method	Estimation method; see 'Details' below.
fit	Should the model be fitted
data	A dataframe
S	An empirical covariance matrix (as alternative to giving data as a dataframe)
n	The number of observations (which is needed if data is specified as an empirical covariance matrix)
Kstart	An initial value for K. Can be omitted.
control	Controlling the fitting algorithms
details	Controls the amount of output
trace	Debugging info

Details

Estimation methods:

'ipm' (default) is iterative partial maximization which when finished calculates the information matrix so that approximate variances of the parameters can be obtained using vcov().

'ipms' is iterative partial maximization without calculating the information matrix. This is the fastest method.

'scoring' is stabilised Fisher scoring.

'matching' is score matching followed by one step with Fisher scoring.

'hybrid1' is for internal use and should not be called directly

Value

A model object of type 'RCOX'.

Note

demo("gRc-JSS") gives a more comprehensive demo.

Author(s)

S<f8>ren H<f8>jsgaard, [e-mail]

Examples

data(math)
gm  = ~al:an:st
vcc = list(~me+st, ~ve+an, ~al)
ecc = list(~me:ve+me:al, ~ve:al+al:st)

m1 <- rcox(gm=gm, vcc=vcc, ecc=ecc, data=math, method='matching')
m2 <- rcox(gm=gm, vcc=vcc, ecc=ecc, data=math, method='scoring')
m3 <- rcox(gm=gm, vcc=vcc, ecc=ecc, data=math, method='ipm')

m1
m2
m3

summary(m1)
summary(m2)
summary(m3)

coef(m1)
coef(m2)
coef(m3)

vcov(m1)
vcov(m2)
vcov(m3)

gRc documentation built on May 2, 2019, 5:22 p.m.