genscore: Generalized Score Matching Estimators
Implementation of the Generalized Score Matching estimator in Yu et al. (2019) <https://jmlr.org/papers/v20/18-278.html> for non-negative graphical models (truncated Gaussian, exponential square-root, gamma, a-b models) and univariate truncated Gaussian distributions. Also includes the original estimator for untruncated Gaussian graphical models from Lin et al. (2016) <doi:10.1214/16-EJS1126>, with the addition of a diagonal multiplier.
| Version: |
1.0.2.2 |
| Imports: |
Rdpack, mvtnorm, tmvtnorm, stringr |
| Suggests: |
Matrix, igraph, zoo, knitr, rmarkdown, cubature |
| Published: |
2023-12-16 |
| DOI: |
10.32614/CRAN.package.genscore |
| Author: |
Shiqing Yu, Lina Lin, Wally Gilks |
| Maintainer: |
Shiqing Yu <syu.phd at gmail.com> |
| BugReports: |
https://github.com/sqyu/genscore/issues |
| License: |
GPL-3 |
| URL: |
https://github.com/sqyu/genscore |
| NeedsCompilation: |
yes |
| Materials: |
README, NEWS |
| CRAN checks: |
genscore results |
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