G-Wishart Normalising Constants for Gaussian Graphical Models


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Documentation for package ‘GWnorm’ version 1.0

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annotate_cliques this helper function adds information to cliques related to the missing edges
check_prime_connected This function just checks if a graph is connected and prime
chordal_factor Chordal Factor # do not export
Clique_complete Clique-completion
clique_update_D Newton-Raphson update for the clique-completion
C_GtoI_G This function returns the log of the G-Wishart normalising constant I_G(beta, D) = int_[S^p_++(G)] det(K)^beta * exp(-tr(KD)) dK from the transformed version log(C_G(delta, D)) = int_[S^p_++(G)] det(K)^((delta-2)/2) * exp(-tr(KD)/2) dK
I_Gnorm G Wishart normalising constant
I_GtoC_G This function returns the log of the G-Wishart normalising constant log(C_G(delta, D)) = int_[S^p_++(G)] det(K)^((delta-2)/2) * exp(-tr(KD)/2) dK from the transformed version I_G(beta, D) = int_[S^p_++(G)] det(K)^beta * exp(-tr(KD)) dK
I_G_BD This function is a wrapper for BDgraph to compare and to avoid the NOTE in the package checks since we only had BDgraph in the examples
I_G_chordal G Wishart normalising constant for chordal graphs
I_G_complete G Wishart normalising constant for complete graphs
I_G_MC G Wishart normalising constant through MC integration
local_mean_grad Compute means and gradients for the Newton-Raphson update for the clique-completion
local_precision Compute second moment of the log expansion of the determinant (assuming the mean is 0 from Clique_completion)
PD_complete PD-completion
predict_row Predict Row # do not export
prime_decomp Prime Decomposition