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var.estimate
Graph Selection for var.estimate Object
# S3 method for var_estimate select(object, cred = 0.95, alternative = "two.sided", ...)
An object of class select.var_estimate, including
select.var_estimate
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).
pcor_mu
beta_mu A matrix including the regression coefficients (posterior mean).
beta_mu
An object of class VAR.estimate.
VAR.estimate
Numeric. The credible interval width for selecting the graph (defaults to 0.95; must be between 0 and 1).
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.
# \donttest{ # 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) # }
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