SEset (version 1.0.1)

SEset_to_network: Precision matrices from the SEset

Description

Takes the SE-set and calculates for each weights matrix the corresponding precision matrix. Used to check the results of network_to_SEset to assess deviations from statistical equivalence induced due to rounding, thresholding, and numerical approximations.

Usage

SEset_to_network(
  SEmatrix,
  order.ref = NULL,
  order.mat = NULL,
  output = "raw",
  omega = NULL
)

Arguments

SEmatrix

a \(n \times p\) matrix containing the SE-set. The output of network_to_SEset

order.ref

an optional character vector with variable names, the reference ordering of the precision matrix.

order.mat

a \(n \times p\) matrix of character strings, defining the ordering of the matrix corresponding to each row of SEmatrix. If NULL it is assumed that all orderings are included and they are generated using order_gen

output

Output as "raw" or "summary". See value below

omega

Comparision precision matrix, e.g. original input precision matrix to network_to_SEset. Only necessary if output = "summary"

Value

If output = "raw", a \(n \times p\) matrix of precision matrices stacked column-wise in \(n\) rows. If output = "summary" returns a list containing the bias, MSE and RMSE for each re-calculated precision matrix, relative to comparison omega matrix supplied.

References

ryan2019SEset

shojaie2010penalizedSEset

bollen89semSEset

See Also

network_to_path, path_to_network