genscore

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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