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Fit a Gaussian Graphical Model or a Gaussian Bayesian Network by maximum likelihood.
fitSgraph(graph, S)A directed or undirected graph represented as a graphNEL object.
A sample covariance matrix
A covariance matrix with the independence constraints entailed by the graph.
If graph is undirected it uses the Iterative Proprotional Fitting algoritm (qpgraph package). If graph is directed it uses Iterative Conditional Fitting (ggm package).
Drton, M. & Richardson, T. S. (2003). A new algorithm for maximum likelihood estimation in Gaussian graphical models for marginal independence. Proceedings of the Ninetheen Conference on Uncertainty in Artificial Intelligence, 184-191.
Whittaker, J. Graphical models in applied multivariate statistics. Wiley, 1990.