Package edu.cmu.tetrad.sem

Class SemEstimatorGibbs

java.lang.Object

edu.cmu.tetrad.sem.SemEstimatorGibbs

public final class SemEstimatorGibbs
extends Object

Implements the Gibbs sampler apporach to obtain samples of arbitrary size from the posterior distribution over the freeParameters of a SEM given a continuous dataset and a SemPm. Point estimates, standard deviations and interval estimates for the freeParameters can be computed from these samples. See "Bayesian Estimation and Testing of Structural Equation Models" by Scheines, Hoijtink and Boomsma, Psychometrika, v. 64, no. 1.

Author:

Frank Wimberly

Constructor Summary

Constructors

Constructor	Description
SemEstimatorGibbs(int numIterations, double stretch1, double stretch2, double tolerance, double priorVariance, SemPm semPm, SemIm startIm, boolean flatPrior)
SemEstimatorGibbs(SemPm semPm, SemIm startIm, double[][] sampleCovars, boolean flatPrior, double stretch, int numIterations)

Method Summary

Modifier and Type	Method	Description
void	estimate()	Runs the estimator on the data and SemPm passed in through the constructor.
Matrix	getDataSet()
SemIm	getEstimatedSem()
SemPm	getSemPm()
String	toString()

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

Constructor Details

SemEstimatorGibbs

public SemEstimatorGibbs(SemPm semPm,
 SemIm startIm,
 double[][] sampleCovars,
 boolean flatPrior,
 double stretch,
 int numIterations)

Parameters:

semPm - a SemPm specifying the graph and parameterization for the model.

startIm - SemIm

sampleCovars - sample covariance matrix

flatPrior - whether or not the prior is informative

stretch - scaling for the variance

numIterations - number of times to iterate sampler

SemEstimatorGibbs

public SemEstimatorGibbs(int numIterations,
 double stretch1,
 double stretch2,
 double tolerance,
 double priorVariance,
 SemPm semPm,
 SemIm startIm,
 boolean flatPrior)

Method Details

estimate

public void estimate()

Runs the estimator on the data and SemPm passed in through the constructor.

getEstimatedSem

public SemIm getEstimatedSem()

Returns:

SemIm

toString

public String toString()

Overrides:

toString in class Object

Returns:

a string representation of the Sem.

getSemPm

public SemPm getSemPm()

getDataSet

public Matrix getDataSet()