Generalized Score Matching Estimators

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


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install.packages("genscore")

1.0.2 by Shiqing Yu, 6 months ago


https://github.com/sqyu/genscore


Report a bug at https://github.com/sqyu/genscore/issues


Browse source code at https://github.com/cran/genscore


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


See at CRAN