Create a `gips`

object.
This object will contain initial data and all other information
needed to find the most likely invariant permutation.
It will not perform optimization. One must call
the `find_MAP()`

function to do it. See the examples below.

## Usage

```
gips(
S,
number_of_observations,
delta = 3,
D_matrix = NULL,
was_mean_estimated = TRUE,
perm = ""
)
new_gips(
list_of_gips_perm,
S,
number_of_observations,
delta,
D_matrix,
was_mean_estimated,
optimization_info
)
validate_gips(g)
```

## Arguments

- S
A matrix; empirical covariance matrix. When

`Z`

is the observed data:if one does not know the theoretical mean and has to estimate it with the observed mean, use

`S = cov(Z)`

, and leave parameter`was_mean_estimated = TRUE`

as default;if one know the theoretical mean is 0, use

`S = (t(Z) %*% Z) / number_of_observations`

, and set parameter`was_mean_estimated = FALSE`

.

- number_of_observations
A number of data points that

`S`

is based on.- delta
A number, hyper-parameter of a Bayesian model. It has to be strictly bigger than 1. See the

**Hyperparameters**section below.- D_matrix
Symmetric, positive-definite matrix of the same size as

`S`

. Hyper-parameter of a Bayesian model. When`NULL`

, the (hopefully) reasonable one is derived from the data. For more details, see the**Hyperparameters**section below.- was_mean_estimated
A boolean.

Set

`TRUE`

(default) when your`S`

parameter is a result of a`stats::cov()`

function.Set FALSE when your

`S`

parameter is a result of a`(t(Z) %*% Z) / number_of_observations`

calculation.

- perm
An optional permutation to be the base for the

`gips`

object. It can be of a`gips_perm`

or a`permutation`

class, or anything the function`permutations::permutation()`

can handle. It can also be of a`gips`

class, but it will be interpreted as the underlying`gips_perm`

.- list_of_gips_perm
A list with a single element of a

`gips_perm`

class. The base object for the`gips`

object.- optimization_info
For internal use only.

`NULL`

or the list with information about the optimization process.- g
Object to be checked whether it is a proper object of a

`gips`

class.

## Value

`gips()`

returns an object of
a `gips`

class after the safety checks.

`new_gips()`

returns an object of
a `gips`

class without the safety checks.

`validate_gips()`

returns its argument unchanged.
If the argument is not a proper element of a `gips`

class,
it produces an error.

## Functions

`new_gips()`

: Constructor. It is only intended for low-level use.`validate_gips()`

: Validator. It is only intended for low-level use.

## Hyperparameters

We encourage the user to try `D_matrix = d * I`

, where `I`

is an identity matrix of a size
`p x p`

and `d > 0`

for some different `d`

.
When `d`

is small compared to the data (e.g., `d=0.1 * mean(diag(S))`

),
bigger structures will be found.
When `d`

is big compared to the data (e.g., `d=100 * mean(diag(S))`

),
the posterior distribution does not depend on the data.

Taking `D_matrix = d * I`

is equivalent to setting `S <- S / d`

.

The default for `D_matrix`

is `D_matrix = d * I`

, where
`d = mean(diag(S))`

, which is equivalent to modifying `S`

so that the mean value on the diagonal is 1.

In the Bayesian model, the prior distribution for the covariance matrix is a generalized case of Wishart distribution.

For a brief introduction, see the **Bayesian model selection**
section in `vignette("Theory", package = "gips")`

or in its
pkgdown page).

For analysis of the Hyperparameters influence, see **Section 3.2.**
of "Learning permutation symmetries with gips in R"
by `gips`

developers Adam Chojecki, Paweł Morgen, and Bartosz Kołodziejek,
available on arXiv:2307.00790.

## See also

`stats::cov()`

- The`S`

parameter, as an empirical covariance matrix, is most of the time a result of the`cov()`

function. For more information, see Wikipedia - Estimation of covariance matrices.`find_MAP()`

- The function that finds the Maximum A Posteriori (MAP) Estimator for a given`gips`

object.`gips_perm()`

- The constructor of a`gips_perm`

class. The`gips_perm`

object is used as the base object for the`gips`

object. To be more precise, the base object for`gips`

is a one-element list of a`gips_perm`

object.

## Examples

```
require("MASS") # for mvrnorm()
perm_size <- 5
mu <- runif(5, -10, 10) # Assume we don't know the mean
sigma_matrix <- matrix(
data = c(
1.0, 0.8, 0.6, 0.6, 0.8,
0.8, 1.0, 0.8, 0.6, 0.6,
0.6, 0.8, 1.0, 0.8, 0.6,
0.6, 0.6, 0.8, 1.0, 0.8,
0.8, 0.6, 0.6, 0.8, 1.0
),
nrow = perm_size, byrow = TRUE
) # sigma_matrix is a matrix invariant under permutation (1,2,3,4,5)
number_of_observations <- 13
Z <- MASS::mvrnorm(number_of_observations, mu = mu, Sigma = sigma_matrix)
S <- cov(Z) # Assume we have to estimate the mean
g <- gips(S, number_of_observations)
g_map <- find_MAP(g, show_progress_bar = FALSE, optimizer = "brute_force")
g_map
#> The permutation (1,2,3,4,5):
#> - was found after 67 posteriori calculations;
#> - is 953.095 times more likely than the () permutation.
summary(g_map)
#> The optimized `gips` object.
#>
#> Permutation:
#> (1,2,3,4,5)
#>
#> Log_posteriori:
#> -0.5708509
#>
#> Times more likely than starting permutation:
#> 953.095
#>
#> The p-value of Likelihood-Ratio test:
#> 0.6008
#>
#> The number of observations:
#> 13
#>
#> The mean in the `S` matrix was estimated.
#> Therefore, one degree of freedom was lost.
#> There are 12 degrees of freedom left.
#>
#> n0:
#> 2
#>
#> The number of observations is bigger than n0 for this permutation,
#> so the gips model based on the found permutation does exist.
#>
#> The number of free parameters in the covariance matrix:
#> 3
#>
#> BIC:
#> 104.0469
#>
#> AIC:
#> 102.352
#>
#> --------------------------------------------------------------------------------
#> Optimization algorithm:
#> brute_force
#>
#> The number of log_posteriori calls:
#> 67
#>
#> Optimization time:
#> 0.1155174 secs
if (require("graphics")) {
plot(g_map, type = "both", logarithmic_x = TRUE)
}
```