covariance function

Estimated covariance matrix

Provides the estimated covariance matrix.

covariance( bdgraph.obj, round = 2 )

Arguments

• bdgraph.obj: object of S3 class "bdgraph", from function bdgraph. It also can be an object of S3 class "ssgraph", from the function ssgraph::ssgraph() of R package ssgraph::ssgraph().
• round: value for rounding all probabilities to the specified number of decimal places.

Returns

matrix which corresponds the estimated covariance matrix.

References

Mohammadi, R. and Wit, E. C. (2019). BDgraph: An R Package for Bayesian Structure Learning in Graphical Models, Journal of Statistical Software, 89(3):1-30, tools:::Rd_expr_doi("10.18637/jss.v089.i03")

Mohammadi, A. and Wit, E. C. (2015). Bayesian Structure Learning in Sparse Gaussian Graphical Models, Bayesian Analysis, 10(1):109-138, tools:::Rd_expr_doi("10.1214/14-BA889")

Mohammadi, R., Massam, H. and Letac, G. (2023). Accelerating Bayesian Structure Learning in Sparse Gaussian Graphical Models, Journal of the American Statistical Association, tools:::Rd_expr_doi("10.1080/01621459.2021.1996377")

Author(s)

Reza Mohammadi a.mohammadi@uva.nl

See Also

bdgraph, precision, plinks

Examples

## Not run:

# Generating multivariate normal data from a 'circle' graph
data.sim <- bdgraph.sim( n = 70, p = 6, graph = "circle", vis = TRUE )

bdgraph.obj <- bdgraph( data = data.sim )

covariance( bdgraph.obj ) 
  
data.sim $ sigma   # True covariance matrix
## End(Not run)