R: Precision matrices from the SEset

SEset_to_network {SEset}

R Documentation

Precision matrices from the SEset

Description

Takes the SE-set and calculates for each weights matrix the corresponding precision matrix. Used to check the results of network_to_SEset to assess deviations from statistical equivalence induced due to rounding, thresholding, and numerical approximations.

Usage

SEset_to_network(
  SEmatrix,
  order.ref = NULL,
  order.mat = NULL,
  output = "raw",
  omega = NULL
)

Arguments

`SEmatrix`	a `n \times p` matrix containing the SE-set. The output of `network_to_SEset`
`order.ref`	an optional character vector with variable names, the reference ordering of the precision matrix.
`order.mat`	a `n \times p` matrix of character strings, defining the ordering of the matrix corresponding to each row of SEmatrix. If NULL it is assumed that all orderings are included and they are generated using `order_gen`
`output`	Output as `"raw"` or `"summary"`. See value below
`omega`	Comparision precision matrix, e.g. original input precision matrix to `network_to_SEset`. Only necessary if `output = "summary"`

Value

If output = "raw", a n \times p matrix of precision matrices stacked column-wise in n rows. If output = "summary" returns a list containing the bias, MSE and RMSE for each re-calculated precision matrix, relative to comparison omega matrix supplied.

References

Ryan O, Bringmann LF, Schuurman NK (upcoming). “The challenge of generating causal hypotheses using network models.” in preperation.

Shojaie A, Michailidis G (2010). “Penalized likelihood methods for estimation of sparse high-dimensional directed acyclic graphs.” Biometrika, 97(3), 519–538.