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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