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
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.