orderMCMC {BiDAG}R Documentation

Structure learning with the order MCMC algorithm


This function implements the order MCMC algorithm for the structure learning of Bayesian networks. This function can be used for MAP discovery and for sampling from the posterior distribution of DAGs given the data. Due to the superexponential size of the search space as the number of nodes increases, the MCMC search is performed on a reduced search space. By default the search space is limited to the skeleton found through the PC algorithm by means of conditional independence tests (using the functions skeleton and pc from the ‘pcalg’ package [Kalisch et al, 2012]). It is also possible to define an arbitrary search space by inputting an adjacency matrix, for example estimated by partial correlations or other network algorithms. Also implemented is the possibility to expand the default or input search space, by allowing each node in the network to have one additional parent. This offers improvements in the learning and sampling of Bayesian networks.


  plus1 = TRUE,
  chainout = FALSE,
  scoreout = FALSE,
  moveprobs = NULL,
  iterations = NULL,
  stepsave = NULL,
  alpha = 0.05,
  cpdag = FALSE,
  gamma = 1,
  hardlimit = ifelse(plus1, 14, 20),
  verbose = FALSE,
  startspace = NULL,
  blacklist = NULL,
  startorder = NULL,
  scoretable = NULL

## S3 method for class 'orderMCMC'
  burnin = 0.2,
  main = "DAG logscores",
  xlab = "iteration",
  ylab = "logscore",
  type = "l",
  col = "#0c2c84"

## S3 method for class 'orderMCMC'
print(x, ...)

## S3 method for class 'orderMCMC'
summary(object, ...)



an object of class scoreparameters, containing the data and score parameters, see constructor function scoreparameters


logical, if TRUE (default) the search targets the MAP DAG (a DAG with maximum score), if FALSE at each MCMC step a DAG is sampled from the order proportionally to its score


logical, if TRUE (default) the search is performed on the extended search space


logical, if TRUE the saved MCMC steps are returned, TRUE by default


logical, if TRUE the search space and score tables are returned, FALSE by default


a numerical vector of 4 values in {0,1} corresponding to the probabilities of the following MCMC moves in the order space

  • exchanging 2 random nodes in the order

  • exchanging 2 adjacent nodes in the order

  • placing a single node elsewhere in the order

  • staying still


integer, the number of MCMC steps, the default value is 6n^{2}\log{n}


integer, thinning interval for the MCMC chain, indicating the number of steps between two output iterations, the default is iterations/1000


numerical significance value in {0,1} for the conditional independence tests at the PC algorithm stage


logical, if TRUE the CPDAG returned by the PC algorithm will be used as the search space, if FALSE (default) the full undirected skeleton will be used as the search space


tuning parameter which transforms the score by raising it to this power, 1 by default


integer, limit on the size of parent sets in the search space; by default 14 when MAP=TRUE and 20 when MAP=FALSE


logical, if TRUE messages about the algorithm's progress will be printed, FALSE by default


(optional) a square matrix, of dimensions equal to the number of nodes, which defines the search space for the order MCMC in the form of an adjacency matrix. If NULL, the skeleton obtained from the PC-algorithm will be used. If startspace[i,j] equals to 1 (0) it means that the edge from node i to node j is included (excluded) from the search space. To include an edge in both directions, both startspace[i,j] and startspace[j,i] should be 1.


(optional) a square matrix, of dimensions equal to the number of nodes, which defines edges to exclude from the search space. If blacklist[i,j] equals to 1 it means that the edge from node i to node j is excluded from the search space.


(optional) integer vector of length n, which will be used as the starting order in the MCMC algorithm, the default order is random


(optional) object of class scorespace containing list of score tables calculated for example by the last iteration of the function iterativeMCMC. When not NULL, parameter startspace is ignored.


object of class 'orderMCMC'




number between 0 and 1, indicates the percentage of the samples which will be discarded as ‘burn-in’ of the MCMC chain; the rest of the samples will be used to calculate the posterior probabilities; 0.2 by default


name of the graph; "DAG logscores" by default


name of x-axis; "iteration"


name of y-axis; "logscore"


type of line in the plot; "l" by default


colour of line in the plot; "#0c2c84" by default


object of class 'orderMCMC'


Object of class orderMCMC, which contains log-score trace of sampled DAGs as well as adjacency matrix of the maximum scoring DAG, its score and the order score. The output can optionally include DAGs sampled in MCMC iterations and the score tables. Optional output is regulated by the parameters chainout and scoreout. See orderMCMC class for a detailed class structure.


see also extractor functions getDAG, getTrace, getSpace, getMCMCscore.


Polina Suter, Jack Kuipers, the code partly derived from the order MCMC implementation from Kuipers J, Moffa G (2017) <doi:10.1080/01621459.2015.1133426>


Friedman N and Koller D (2003). A Bayesian approach to structure discovery in bayesian networks. Machine Learning 50, 95-125.

Kalisch M, Maechler M, Colombo D, Maathuis M and Buehlmann P (2012). Causal inference using graphical models with the R package pcalg. Journal of Statistical Software 47, 1-26.

Geiger D and Heckerman D (2002). Parameter priors for directed acyclic graphical models and the characterization of several probability distributions. The Annals of Statistics 30, 1412-1440.

Kuipers J, Moffa G and Heckerman D (2014). Addendum on the scoring of Gaussian acyclic graphical models. The Annals of Statistics 42, 1689-1691.

Spirtes P, Glymour C and Scheines R (2000). Causation, Prediction, and Search, 2nd edition. The MIT Press.


## Not run: 
#find a MAP DAG with search space defined by PC and plus1 neighbourhood
#estimate MAP DAG
#sample DAGs from the posterior distribution

## End(Not run)

[Package BiDAG version 2.0.4 Index]