node_monitor {bnmonitor} | R Documentation |
Node monitor
Description
Contribution of each vertex of a Bayesian network to the global monitor
Usage
node_monitor(dag, df, alpha = "default")
Arguments
dag |
an object of class |
df |
a base R style dataframe |
alpha |
single integer. By default, number of max levels in |
Details
Consider a Bayesian network over variables Y_1,\dots,Y_m
and suppose a dataset (\boldsymbol{y}_1,\dots,\boldsymbol{y}_n)
has been observed, where \boldsymbol{y}_i=(y_{i1},\dots,y_{im})
and y_{ij}
is the i-th observation of the j-th variable. The global monitor is defined as the negative log-likelihood of the model, i.e.
-\log(p(\boldsymbol{y}_1,\dots,\boldsymbol{y}_n))= - \sum_{j=1}^m\sum_{i=1}^n \log(p(y_{ij} | \pi_{ij})),
where \pi_{ij}
is the value of the parents of Y_j
for the i-th observation. The contribution of the j-th vertex to the global monitor is thus
-\sum_{i=1}^n\log(p(y_{ij}|\pi_{ij})).
Value
A dataframe including the name of the vertices and the contribution of the vertices to the global monitor. It also returns a plot where vertices with higher contributions in absolute value are darker.
References
Cowell, R. G., Dawid, P., Lauritzen, S. L., & Spiegelhalter, D. J. (2006). Probabilistic networks and expert systems: Exact computational methods for Bayesian networks. Springer Science & Business Media.
Cowell, R. G., Verrall, R. J., & Yoon, Y. K. (2007). Modeling operational risk with Bayesian networks. Journal of Risk and Insurance, 74(4), 795-827.
See Also
global_monitor
, influential_obs
, final_node_monitor
, seq_node_monitor
, seq_pa_ch_monitor
Examples
node_monitor(chds_bn, chds, 3)