select.var_estimate function

Graph Selection for var.estimate Object

## S3 method for class 'var_estimate'
select(object, cred = 0.95, alternative = "two.sided", ...)

Arguments

• object: An object of class VAR.estimate.
• cred: Numeric. The credible interval width for selecting the graph (defaults to 0.95; must be between 0 and 1).
• alternative: A character string specifying the alternative hypothesis. It must be one of "two.sided" (default), "greater" or "less". See note for futher details.
• ...: Currently ignored.

Returns

An object of class select.var_estimate, including

• pcor_adj Adjacency matrix for the partial correlations.
• beta_adj Adjacency matrix for the regression coefficients.
• pcor_weighted_adj Weighted adjacency matrix for the partial correlations.
• beta_weighted_adj Weighted adjacency matrix for the regression coefficients.
• pcor_mu Partial correlation matrix (posterior mean).
• beta_mu A matrix including the regression coefficients (posterior mean).

Examples

# data
Y <- subset(ifit, id == 1)[,-1]

# fit model with alias (var_estimate also works)
fit <- var_estimate(Y, progress = FALSE)

# select graphs
select(fit, cred = 0.95)