Flexible and Accurate Gaussian Graphical Models
Description
In order to achieve accurate estimation without sparsity assumption on the precision matrix, element-wise inference on the precision matrix, and joint estimation of multiple Gaussian graphical models, a novel method is proposed and efficient algorithm is implemented.
FLAG() is the main function given a data matrix, and FlagOneEdge() will be used when one pair of random variables are interested where their indices should be given.
Flexible and Accurate Methods for Estimation and Inference of Gaussian Graphical Models with Applications, see Qian Y (2023) , Qian Y, Hu X, Yang C (2023) .