intdag (version 1.0.1)

obsDAG: A DAG function for observational data

Description

This function allows you to learn the DAG structure from observational data

Usage

obsDAG(X, lambda, tau, rho = 1, A_NZ0 = NULL, A0 = NULL,
  opts.tol = 1e-04, maxIter = 1000)

Arguments

X

The n by p data matrix

lambda

tuning parameter for the first penalty of the adjacency matrix

tau

tuning parameter of the TLP function

rho

the ADMM penalty parameter, default is 1

A_NZ0

An p by p matrix indicating nonzero elements as initial values

A0

An p by p matrix as initial values for A

opts.tol

Tolerance for convergence

maxIter

maximum number of iterations in ADMM loop

Value

Estimated adjacency matrix

Examples

# NOT RUN {
p <- 10
amat <- matrix(0, p, p)
amat[2:p, 1] <- 1
Sig <- seq(1, 0.5, length.out=p)
X <- rmvDAG_obs(100, amat, Sig)
out <- obsDAG(X, 5, 0.01)
# }