mle {SBICgraph} | R Documentation |
This function find the maximum likelihood estimate of the precision matrix with given adjacency matrix for multivariate normal distribution.
mle(data, priori)
data |
An |
priori |
A |
The methods are based on the relationship between precision matrix of the multivariate normal distribution and regression coefficients.
Returns a p
by p
matrix estimate of the precision matrix
Jie Zhou
set.seed(1)
d=simulate(n=100,p=200, m1=100, m2=30)
data=d$data
priori=d$realnetwork
precision=mle(data=data,priori=priori)