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simPATHy (version 0.6)

SMLEdecomposable: Local Maximum Likelihood Estimation

Description

Compute a maximum likelihood estimate of a covariance matrix in a decomposable Gaussian graphical model.

Usage

SMLEdecomposable(S, graph)

Arguments

S

a covariance matrix.

graph

a decomposable graph represented as a graphNEL object.

Value

The MLE of a covarince matrix.

References

Lauritzen, S. L. (1996). Graphical Models. Clarendon Press, Oxford.