genscore (Q127630)
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Generalized Score Matching Estimators
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | genscore |
Generalized Score Matching Estimators |
Statements
16 December 2023
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Implementation of the Generalized Score Matching estimator in Yu et al. (2019) <https://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.
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