graphical_evidence_G_Wishart {graphicalEvidence}R Documentation

Compute Marginal Likelihood using Graphical Evidence under G Wishart

Description

Computes the marginal likelihood of input data xx under G-Wishart prior using graphical evidence.

Usage

graphical_evidence_G_Wishart(
  xx,
  burnin,
  nmc,
  alpha,
  V,
  G,
  print_progress = FALSE
)

Arguments

xx

The input data specified by a user for which the marginal likelihood is to be calculated. This should be input as a matrix like object with each individual sample of xx representing one row

burnin

The number of iterations the MCMC sampler should iterate through and discard before beginning to save results

nmc

The number of samples that the MCMC sampler should use to estimate marginal likelihood

alpha

A number specifying alpha for G-Wishart prior

V

The scale matrix of G-Wishart prior

G

The adjacency matrix of G-Wishart prior

print_progress

A boolean which indicates whether progress should be displayed on the console as each row of the telescoping sum is computed

Value

An estimate for the marginal likelihood under G-Wishart prior with the specified parameters

Examples

# Compute the marginal likelihood of xx for G-Wishart prior using 
# 2,000 burnin and 10,000 sampled values at each call to the MCMC sampler
g_params <- gen_params_evidence('G_Wishart')
marginal_results <- graphical_evidence_G_Wishart(
  g_params$x_mat, 2e3, 1e4, 2, g_params$scale_mat, g_params$g_mat
)

[Package graphicalEvidence version 1.0 Index]