precision function

Precision Matrix Posterior Distribution

Transform the sampled correlation matrices to precision matrices (i.e., inverse covariance matrices).

precision(object, progress = TRUE)

Arguments

• object: An object of class estimate.
• progress: Logical. Should a progress bar be included (defaults to TRUE) ?

Returns

• precision_mean The mean of the precision matrix (p by p matrix).

• precision 3d array of dimensions p by p by iter

  including unconstrained (i.e., from th full graph) precision matrices.

Note

The estimated precision matrix is the inverse of the correlation matrix.

Examples

# data
Y <- ptsd

# fit model
fit <- estimate(Y)

# precision matrix
Theta <- precision(fit)