icov

Extract the estimated inverse covariance from an <code>msfit_ggm</code>
 object.
Bayesian model averaging is used, optionally entries with posterior
 probability of being non-zero below a threshold are set to 0.

 htest

 models

Model selection and averaging for regression and mixtures, inclusing Bayesian model selection and information criteria (BIC, EBIC, AIC, GIC).

David Rossell

mombf

Model Selection with Bayesian Methods and Information Criteria

icov function

<dl> 
 <dt>fit</dt>
<dd>Object of class <code>msfit_ggm</code>, returned by
 <code>modelSelectionGGM</code></dd> 
 <dt>threshold</dt>
<dd>Entries with posterior probability of being non-zero
 below threshold are set to 0. If missing this argument is ignored and 
 no entries are set to exact zeroes. When the goal is to identify
 zeroes, a sensible default is <code>threshold=0.95</code></dd>
 
</dl>

Arguments

Author

Extract estimated inverse covariance — icov

<dl>

 
 <dt>fit</dt>
<dd>Object of class <code>msfit_ggm</code>, returned by
 <code>modelSelectionGGM</code></dd>

 
 <dt>threshold</dt>
<dd>Entries with posterior probability of being non-zero
 below threshold are set to 0. If missing this argument is ignored and 
 no entries are set to exact zeroes. When the goal is to identify
 zeroes, a sensible default is <code>threshold=0.95</code></dd>


 
</dl>

icov: Extract estimated inverse covariance

Description

Usage

Value

Arguments

Author

Details

See Also

Examples