genscore: 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) <doi:10.1214/16-EJS1126>, with the addition of a diagonal multiplier.

Package details

AuthorShiqing Yu, Lina Lin, Wally Gilks
MaintainerShiqing Yu <syu.phd@gmail.com>
LicenseGPL-3
Version1.0.2
URL https://github.com/sqyu/genscore
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("genscore")

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genscore documentation built on April 28, 2020, 1:06 a.m.