icf                   package:ggm                   R Documentation

_I_t_e_r_a_t_i_v_e _c_o_n_d_i_t_i_o_n_a_l _f_i_t_t_i_n_g

_D_e_s_c_r_i_p_t_i_o_n:

     Main algorithm for MLE fitting of Gaussian Covariance Graphs and
     Gaussian Ancestral models.

_U_s_a_g_e:

     icf(bi.graph, S, start = NULL, tol = 1e-06)
     icfmag(mag, S, tol = 1e-06)

_A_r_g_u_m_e_n_t_s:

bi.graph: a symmetric matrix with dimnames representing the adjacency
          matrix of an undirected graph.

     mag: a square matrix representing the adjacency matrix of an
          ancestral graph (for example returned by 'makeAG').

       S: a symmetric positive definite matrix, the sample covariance
          matrix. The order of the variables must be the same of the
          order of vertices in the adjacency matrix.

   start: a symmetric matrix used as starting value of the algorithm.
          If 'start=NULL' the starting value is a diagonal matrix.

     tol: A small positive number indicating the tolerance used in
          convergence tests.

_D_e_t_a_i_l_s:

     These functions are not intended to be called directly by the
     user.

_V_a_l_u_e:

Sigmahat: the fitted covariance matrix.

    Bhat: matrix of the fitted regression coefficients associated to
          the directed edges.

Omegahat: matrix of the partial covariances of the residuals between
          regression equations.

iterations: the number of iterations.

_A_u_t_h_o_r(_s):

     Mathias Drton

_R_e_f_e_r_e_n_c_e_s:

     Drton, M. & Richardson, T. S. (2003a). A new algorithm for maximum
     likelihood estimation in Gaussian graphical models for marginal
     independence. _Proceedings of the Ninetheen Conference on
     Uncertainty in Artificial Intelligence_, 184-191.

     Drton, M. & Richardson, T. S. (2003b). Iterative Conditional
     Fitting for Gaussian Ancestral Graph Models.  Department of
     Statistics, University of Washington, Technical Report 437, under
     preparation.

_S_e_e _A_l_s_o:

     'fitCovGraph', 'fitAncestralGraph'

