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sqyu
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.
Maintained by Shiqing Yu. Last updated 5 years ago.
density-estimationgraphical-modelsinteraction-modelsscore-matchingundirected-graphs
1 stars 4.18 score 3 scripts 1 dependents
somakd
rpc:Ridge Partial Correlation
Computes the ridge partial correlation coefficients in a high or ultra-high dimensional linear regression problem. An extended Bayesian information criterion is also implemented for variable selection. Users provide the matrix of covariates as a usual dense matrix or a sparse matrix stored in a compressed sparse column format. Detail of the method is given in the manual.
Maintained by Somak Dutta. Last updated 10 days ago.
2.00 score