BDgraph (version 2.74)

covariance: Estimated covariance matrix

Description

Provides the estimated covariance matrix.

Usage

covariance(bdgraph.obj, round = 2)

Value

matrix which corresponds the estimated covariance matrix.

Arguments

bdgraph.obj

object of S3 class "bdgraph", from function bdgraph. It also can be an object of S3 class "ssgraph", from the function ssgraph::ssgraph() of R package ssgraph::ssgraph().

round

value for rounding all probabilities to the specified number of decimal places.

Author

Reza Mohammadi

References

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, tools:::Rd_expr_doi("10.18637/jss.v089.i03")

Mohammadi, A. and Wit, E. C. (2015). Bayesian Structure Learning in Sparse Gaussian Graphical Models, Bayesian Analysis, 10(1):109-138, tools:::Rd_expr_doi("10.1214/14-BA889")

Mohammadi, R., Massam, H. and Letac, G. (2023). Accelerating Bayesian Structure Learning in Sparse Gaussian Graphical Models, Journal of the American Statistical Association, tools:::Rd_expr_doi("10.1080/01621459.2021.1996377")

See Also

bdgraph, precision, plinks

Examples

if (FALSE) {
# Generating multivariate normal data from a 'circle' graph
data.sim <- bdgraph.sim(n = 70, p = 6, graph = "circle", vis = TRUE)

bdgraph.obj <- bdgraph(data = data.sim)

covariance(bdgraph.obj) # Estimated covariance matrix
  
data.sim$sigma   # True covariance matrix
}