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bspcov (version 1.0.3)

estimate: Point-estimate of posterior distribution

Description

Compute the point estimate (mean) to describe posterior distribution. For multiple chains, combines all chains to compute a more robust estimate.

Usage

estimate(object, ...)

# S3 method for bspcov estimate(object, ...)

Value

Sigma

the point estimate (mean) of covariance matrix. For multiple chains, uses combined samples from all chains.

Arguments

object

an object from bandPPP, bmspcov, sbmspcov, and thresPPP.

...

additional arguments for estimate.

Author

Seongil Jo and Kyeongwon Lee

See Also

plot.postmean.bspcov

Examples

Run this code

n <- 25
p <- 50
Sigma0 <- diag(1, p)
X <- MASS::mvrnorm(n = n, mu = rep(0, p), Sigma = Sigma0)
res <- bspcov::bandPPP(X,2,0.01,nsample=100)
est <- bspcov::estimate(res)

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