ind.mle {yest}R Documentation

Parameters' Estimation for Given Independence Model

Description

Find parameters of Gaussian distribution under conditional independence contraints given by an independence model.

Usage

ind.mle(data=NA,V=NA,Sigma=NA,n=NA,ind=NA,model=NA,type=NA,tol =
1e-06,nb.trials=10)

Arguments

data dataset
V inverse variance matrix
Sigma variance matrix
n number of lines in dataset
ind independence string
model model number (1-629)
type type number (1-53)
tol tolerance for numerical lack of positive-definiteness
nb.trials how many starting values should be tried in optimization

Details

Either data or V/Sigma and n must be entered.

Value

A list of expected value, inverse variance matrix, variance matrix, AIC and BIC.

See Also

model.selection

Examples

i<-ind.identification(type=12)$model
V<-ind.rgauss(model=i)
data<-generate.data(V,10000)
ind.mle(data,model=i)$model

[Package yest version 0.4-1 Index]