Extract Posterior Mean Partial Correlations

Computes the posterior mean partial correlation matrix from a model fitted with bgm(). For GGM models this is the full matrix. For mixed MRF models this is the matrix for the continuous block. OMRF models have no partial correlations and return NULL.

Partial correlations are computed from the precision matrix as \(\rho_{ij} = -\Theta_{ij} / \sqrt{\Theta_{ii} \Theta_{jj}}\).

Usage

extract_partial_correlations(bgms_object)

Arguments

bgms_object

A fitted model object of class bgms (from bgm()).

Value

A named numeric matrix containing posterior mean partial correlations, or NULL for OMRF models.

GGM

A symmetric matrix with ones on the diagonal and one row and column per variable.

Mixed MRF

A symmetric matrix with ones on the diagonal and one row and column per continuous variable.

OMRF

NULL (invisibly).

Details

Extract Posterior Mean Partial Correlations

See also

bgm(), extract_precision()

Other extractors: extract_arguments(), extract_category_thresholds(), extract_ess(), extract_group_params(), extract_indicator_priors(), extract_indicators(), extract_log_odds(), extract_main_effects(), extract_pairwise_interactions(), extract_posterior_inclusion_probabilities(), extract_precision(), extract_rhat(), extract_sbm()

Examples

# \donttest{
fit = bgm(
  x = Wenchuan[, 1:3],
  variable_type = rep("continuous", 3)
)
#> 2 rows with missing values excluded (n = 360 remaining).
#> To impute missing values instead, use na_action = "impute".
#> Chain 1 (Sampling): ⦗━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━⦘ 2000/2000 (100.0%)
#> Chain 2 (Sampling): ⦗━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━⦘ 2000/2000 (100.0%)
#> Chain 3 (Sampling): ⦗━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━⦘ 2000/2000 (100.0%)
#> Chain 4 (Sampling): ⦗━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━⦘ 2000/2000 (100.0%)
#> Total   (Sampling): ⦗━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━⦘ 8000/8000 (100.0%)
#> Elapsed: 0s | ETA: 0s
extract_partial_correlations(fit)
#>           intrusion    dreams     flash
#> intrusion 1.0000000 0.4937827 0.2986608
#> dreams    0.4937827 1.0000000 0.4222465
#> flash     0.2986608 0.4222465 1.0000000
# }