covdepGE-package: covdepGE: Covariate Dependent Graph Estimation

covdepGE-packageR Documentation

covdepGE: Covariate Dependent Graph Estimation

Description

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.

Author(s)

Maintainer: Jacob Helwig jacob.a.helwig@tamu.edu

Authors:

References

(1) Sutanoy Dasgupta, Peng Zhao, Jacob Helwig, Prasenjit Ghosh, Debdeep Pati, and Bani Mallick. An Approximate Bayesian Approach to Covariate-dependent Graphical Modeling. arXiv preprint, 1–64, 2023.

See Also

Useful links:


JacobHelwig/covdepGE documentation built on April 11, 2024, 7:22 a.m.