GWnorm: G-Wishart Normalising Constants for Gaussian Graphical Models
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>.
| Version: |
1.0.1 |
| Depends: |
R (≥ 4.0.0) |
| Imports: |
igraph, BDgraph, CholWishart, MASS, mvtnorm, hypergeo, gsl, Rcpp (≥ 1.1.1) |
| LinkingTo: |
Rcpp, RcppEigen |
| Published: |
2026-05-27 |
| DOI: |
10.32614/CRAN.package.GWnorm |
| Author: |
Ching Wong [aut],
Jack Kuipers [aut, cre] |
| Maintainer: |
Jack Kuipers <jack.kuipers at bsse.ethz.ch> |
| License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: |
yes |
| CRAN checks: |
GWnorm results |
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