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Graphical Models Estimation from Multiple Sources

Anna Plaksienko, Daniela De Canditiis, Claudia Angelini

Last update: 13 June 2023

Copyright license: GNU General Public License, version 2.0

Software version identifier: 2.0.0, 2.0.1

Description

Estimates networks of conditional dependencies (Gaussian graphical models) from multiple classes of data (similar but not exactly, i.e. measurements on different equipment, in different locations or for various sub-types). Package also allows to generate simulation data and evaluate the performance. Implementation of the method described in Angelini, De Canditiis and Plaksienko (2022) <doi:10.3390/math10213983>.

Cites work

Jewel 2.0: An Improved Joint Estimation Method for Multiple Gaussian Graphical Models

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