ran_mat

Random generator of matrices with given eigenvalues.

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.

Shiqing Yu

genscore

Generalized Score Matching Estimators

ran_mat function

<dl><dt>p</dt>
<dd>A positive integer &gt;= 2, the dimension.</dd>
<dt>ev</dt>
<dd>A vector of length <code>p</code>, the eigenvalues of the output matrix.</dd>
<dt>seed</dt>
<dd>A number, the seed for the generator. Ignored if <code>NULL</code>.</dd></dl>

Arguments

Random generator of matrices with given eigenvalues. — ran_mat

<dl>

<dt>p</dt>
<dd>A positive integer &gt;= 2, the dimension.</dd>


<dt>ev</dt>
<dd>A vector of length <code>p</code>, the eigenvalues of the output matrix.</dd>


<dt>seed</dt>
<dd>A number, the seed for the generator. Ignored if <code>NULL</code>.</dd>

</dl>

ran_mat: Random generator of matrices with given eigenvalues.

Description

Usage

Value

Arguments

Details

Examples