Generalized Score Matching Estimators

Implementation of the Generalized Score Matching estimator in Yu et al. (2019) <> 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) , with the addition of a diagonal multiplier.


Reference manual

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1.0.2 by Shiqing Yu, a year ago

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Authors: Shiqing Yu , Lina Lin , Wally Gilks

Documentation:   PDF Manual  

GPL-3 license

Imports Rdpack, mvtnorm, tmvtnorm, stringr

Suggests Matrix, igraph, zoo, knitr, rmarkdown, cubature

Imported by HGMND.

See at CRAN