trueCov function

Covariance matrix of a DAG.

Compute the (true) covariance matrix of a generated DAG.

trueCov(dag, back.compatible = FALSE)

Arguments

• dag: Graph object containing the DAG.
• back.compatible: logical indicating if the data generated should be the same as with pcalg version 1.0-6 and earlier (where wgtMatrix() differed).

Returns

Covariance matrix.

Author(s)

Markus Kalisch

Note

This function can not be used to estimate the covariance matrix from an estimated DAG or corresponding data.

See Also

randomDAG for generating a random DAG

Examples

set.seed(123)
g <- randomDAG(n = 5, prob = 0.3) ## generate random DAG
if(require(Rgraphviz)) {
plot(g)
}

## Compute true covariance matrix
trueCov(g)

## For comparison:
## Estimate true covariance matrix after generating data from g
d <- rmvDAG(10000, g)
cov(d)