highscore

Implements regularized score matching (i.e. employs l1 regularization) as a means of graphical model estimation assuming underlying graph is sparse.

Installation

To install, run the following code in R:

install.packages("devtools")
devtools::install_github("linlina/highscore")

References

Some parts were derived from Oh, Khare & Rajaratnam (2013)'s code for CONCORD.