This function provides several measures to assess the performance of the graphical structure learning.
compare( target, est, est2 = NULL, est3 = NULL, est4 = NULL, main = NULL,
vis = FALSE )
An adjacency matrix corresponding to the true graph structure in which S3
class "sim"
from function bdgraph.sim
.
It can be an object with S3
class "graph"
from function graph.sim
.
An adjacency matrix corresponding to an estimated graph.
It can be an object with S3
class "bdgraph"
from function bdgraph
.
It can be an object of S3
class "ssgraph"
, from the function ssgraph
of R
package ssgraph
.
It can be an object of S3
class "select"
, from the function huge.select
of R
package huge
.
Options est2, est3
and est4
are for comparing two or more different approaches.
A character vector giving the names for the result table.
Visualize the true graph and estimated graph structures.
The number of correctly estimated links.
The number of true non-existing links which is correctly estimated.
The number of links which they are not in the true graph, but are incorrectly estimated.
The number of links which they are in the true graph, but are not estimated.
A weighted average of the "positive predictive"
and "true positive rate"
. The F1-score value reaches its best value at 1 and worst score at 0.
The Specificity value reaches its best value at 1 and worst score at 0.
The Sensitivity value reaches its best value at 1 and worst score at 0.
The Matthews Correlation Coefficients (MCC) value reaches its best value at 1 and worst score at 0.
Mohammadi, R. and Wit, E. C. (2019). BDgraph: An R
Package for Bayesian Structure Learning in Graphical Models, Journal of Statistical Software, 89(3):1-30
Mohammadi, A. and Wit, E. C. (2015). Bayesian Structure Learning in Sparse Gaussian Graphical Models, Bayesian Analysis, 10(1):109-138
Mohammadi, A. et al (2017). Bayesian modelling of Dupuytren disease by using Gaussian copula graphical models, Journal of the Royal Statistical Society: Series C, 66(3):629-645
Letac, G., Massam, H. and Mohammadi, R. (2018). The Ratio of Normalizing Constants for Bayesian Graphical Gaussian Model Selection, arXiv preprint arXiv:1706.04416v2
Dobra, A. and Mohammadi, R. (2018). Loglinear Model Selection and Human Mobility, Annals of Applied Statistics, 12(2):815-845
# NOT RUN {
# Generating multivariate normal data from a 'random' graph
data.sim <- bdgraph.sim( n = 50, p = 6, size = 7, vis = TRUE )
# Running sampling algorithm based on GGMs
sample.ggm <- bdgraph( data = data.sim, method = "ggm", iter = 10000 )
# Comparing the results
compare( data.sim, sample.ggm, main = c( "True", "GGM" ), vis = TRUE )
# Running sampling algorithm based on GCGMs
sample.gcgm <- bdgraph( data = data.sim, method = "gcgm", iter = 10000 )
# Comparing GGM and GCGM methods
compare( data.sim, sample.ggm, sample.gcgm, main = c( "True", "GGM", "GCGM" ), vis = TRUE )
# }
Run the code above in your browser using DataLab