BDgraph (version 2.3)

phat: Posterior edge inclusion probabilities

Description

According to the output of BDMCMC algorithm, this function gives us the posterior edge inclusion probabilities for all possible edges.

Usage

phat(output, round = 3)

Arguments

output

a list which is the result of BDMCMC algorithm from the 'bdmcmc', 'bdmcmc.low', or 'bdmcmc.high' functions.

round

a number for rounding all probabilities to the specified number of decimal places (default 3).

Value

• phat
  upper triangular matrix which shows the posterior inclusion probabilities for all possible edges.

References

Mohammadi, A. and E. C. Wit (2012). Gaussian graphical model determination based on birth-death MCMC inference, arXiv:1210.5371v4. http://arxiv.org/abs/1210.5371v4

See Also

bdmcmc

Examples

p <- 8 # number of nodes 
  # "truK" is the precision matrix of true graph
  truK <- diag(p)
  for (i in 1:(p-1)) truK[i,i+1] <- truK[i+1,i] <- 0.5
  truK[1,p] <- truK[p,1] <- 0.4
  truK # precision matrix of the true graph
  
  # generate the data (200 observations) from multivariate normal 
  # distribution with mean zero and percision matrix "truK"
  data <- mvrnorm(200, c(rep(0,p)), solve(truK))
  
  output <- bdmcmc(data, meanzero = T, iter = 2000)
  phat(output, round = 2)