Description Usage Arguments Details Value Author(s) References
BIPS algorithm for sampling from G-Wishart distribution
1 | GWishart_BIPS_pairwise(bG, DG, adj, C, burnin, nmc)
|
bG |
d.f. |
DG |
location |
adj |
adjacency matrix |
C |
initial precision matrix |
burnin |
number of MCMC burnins |
nmc |
number of saved samples |
BIPS algorithm for sampling from G-Wishart distribution with density: p(C) \propto |C|^{(bG-2)/2} exp(-1/2 tr(C DG)) where (1) bG : d.f. (2) DG: location (3) adj: adjacency matrix C: initial precision matrix;
C |
Samples from G-Wishart distribution.
The result is 3D array with |
Sig |
Inverse of C
The result is 3D array with |
Hao Wang ; Sophia Zhengzi Li
Wang and Li (2011) "Efficient Gaussian Graphical Model Determination without Approximating Normalizing Constant of the G-Wishart distribution " http://www.stat.sc.edu/~wang345/RESEARCH/GWishart/GWishart.html
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