GWnorm (Q7375436)
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G-Wishart Normalising Constants for Gaussian Graphical Models
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | GWnorm |
G-Wishart Normalising Constants for Gaussian Graphical Models |
Statements
Computes G-Wishart normalising constants through a Fourier approach. Either exact analytical results, numerical integration or Monte Carlo estimation are employed. Details at C. Wong, G. Moffa and J. Kuipers (2024), <doi:10.48550/arXiv.2404.06803>. Also includes approximations of the ratio of normalising constants, see details at C. Wong, G. Moffa and J. Kuipers (2025), <doi:10.48550/arXiv.2503.13046>.
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7 July 2026
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Ching Wong
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expanded from: GPL (≥ 2) (English)
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