Posterior credible intervals for partial correlations

Computes pointwise posterior credible intervals for each partial correlation entry across groups.

Usage

posterior_ci(pcor, probs = c(0.025, 0.975))

Arguments

pcor

A numeric array of dimension [p, p, K, nsave], as returned by posterior_pcor.

probs

Numeric vector of length 2 giving the lower and upper quantile probabilities. Default c(0.025, 0.975) for 95\ credible intervals.

Value

A list with four components:

lower

Numeric array [p, p, K]; lower quantile of each partial correlation.

median

Numeric array [p, p, K]; posterior median of each partial correlation.

upper

Numeric array [p, p, K]; upper quantile of each partial correlation.

probs

The quantile probabilities used.

See also

posterior_pcor(), diff_prob_pcor()

Examples

sim <- simulate_multiggm(K = 2, p = 8, n = 80, seed = 1)
fit <- multiggm_mcmc(data_list = sim$data_list, burnin = 200, nsave = 100)
pcor_draws <- posterior_pcor(fit)
ci <- posterior_ci(pcor_draws)
# 95% CI for edge (1,2) in group 1
cat(sprintf("pcor[1,2]: %.3f (%.3f, %.3f)\n",
    ci$median[1,2,1], ci$lower[1,2,1], ci$upper[1,2,1]))
#> pcor[1,2]: -0.489 (-0.634, -0.327)