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Correctness certificate of a fitted network

Source: R/certificate.R
certificate.Rd

Every regularized or constrained estimator in psychnet self-certifies: it reports how far the returned network sits from the unique optimum of its own convex objective (a KKT / stationarity residual), or – for the structural methods – whether the graph satisfies the identity that defines it. This verb returns that certificate as a tidy one-row data.frame, so correctness is read the same way for every method.

Usage

certificate(x, tol = 1e-06)

Arguments

x

A psychnet object.

tol

Tolerance below which the fit is flagged certified = TRUE. Default 1e-6.

Value

A one-row data.frame with columns method, certificate (the residual; smaller is better), kind ("kkt" for the optimization certificates, "structural" for TMFG/relimp, "none" for cor/pcor), and certified (logical: residual at or below tol).

Details

The residual is near machine zero for a correctly solved problem. cor and pcor have no optimization to certify and report NA.

Examples

S <- 0.4^abs(outer(1:6, 1:6, "-"))
certificate(ebic_glasso(cor_matrix = S, n = 250))
#>   method certificate kind certified
#> 1 glasso 1.10463e-10  kkt      TRUE
certificate(tmfg_network(cor_matrix = S))
#>   method certificate       kind certified
#> 1   tmfg           0 structural      TRUE