covdepGE: Covariate Dependent Graph Estimation

A covariate-dependent approach to Gaussian graphical modeling as described in Dasgupta et al. (2022). Employs a novel weighted pseudo-likelihood approach to model the conditional dependence structure of data as a continuous function of an extraneous covariate. The main function, covdepGE::covdepGE(), estimates a graphical representation of the conditional dependence structure via a block mean-field variational approximation, while several auxiliary functions (inclusionCurve(), matViz(), and plot.covdepGE()) are included for visualizing the resulting estimates.

Package details

AuthorJacob Helwig [cre, aut], Sutanoy Dasgupta [aut], Peng Zhao [aut], Bani Mallick [aut], Debdeep Pati [aut]
MaintainerJacob Helwig <jacob.a.helwig@tamu.edu>
LicenseGPL (>= 3)
Version1.0.1
URL https://github.com/JacobHelwig/covdepGE
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("covdepGE")

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covdepGE documentation built on Sept. 16, 2022, 5:07 p.m.