zhejosephliu/scalefreeForest: Scale-free forest density estimation

Provides a nonparametric method for estimating scale-free graphical models. To avoid the usual Gaussian assumption, we restrict the graph to be a forest and build on the work of forest density estimation. The method is motivated from a Bayesian perspective and is equivalent to finding the maximum spanning tree of a weighted graph with a log degree penalty. We solve the optimization problem via a minorize-maximization procedure with Kruskal's algorithm.

Getting started

Package details

AuthorZhe Liu <zheliu@uchicago.edu>
MaintainerZhe Liu <zheliu@uchicago.edu>
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
zhejosephliu/scalefreeForest documentation built on May 4, 2019, 10:17 p.m.