Extract posterior mean precision matrices

Returns a list of K posterior mean precision matrices from a fitted multi-GGM model. This is the coef S3 method for multiggm_fit objects.

Usage

# S3 method for class 'multiggm_fit'
coef(object, ...)

Arguments

object

A multiggm_fit object returned by multiggm_mcmc.

...

Ignored.

Value

A named list of K numeric matrices (each p x p). Each matrix is the element-wise posterior mean of the precision matrix \(\Omega_k\) across all saved MCMC iterations. List names are "Group_1", "Group_2", etc.

Details

The precision matrix \(\Omega_k\) encodes the conditional independence structure of group k: \(\Omega_{ij}^{(k)} = 0\) if and only if variables i and j are conditionally independent in group k. The posterior mean is computed from object$C_save.

For partial correlations (standardized precision), use fitted.multiggm_fit instead.

See also

fitted.multiggm_fit(), posterior_precision(), posterior_pcor()

Examples

sim <- simulate_multiggm(K = 2, p = 8, n = 80, seed = 1)
fit <- multiggm_mcmc(data_list = sim$data_list, burnin = 200, nsave = 100)
omega_hat <- coef(fit)
round(omega_hat$Group_1[1:5, 1:5], 3)
#>        [,1]   [,2]   [,3]   [,4]   [,5]
#> [1,]  1.605  0.642  0.016 -0.008  0.003
#> [2,]  0.642  1.102  0.021 -0.007 -0.054
#> [3,]  0.016  0.021  0.858 -0.132  0.096
#> [4,] -0.008 -0.007 -0.132  1.390  0.267
#> [5,]  0.003 -0.054  0.096  0.267  1.031