README

cgmodsel - a Python3 package to estimate conditional Gaussian (CG) distributions from data

Version 1.0(b), 06.12.2019

Content

This package contains ADMM solvers (with proximal gradient step) for estimating pairwise sparse + low-rank CG models. Please see the Wiki for additional information.

Setup cgmodsel

For normal usage:

1. Clone this repository into a folder of your choice.
2. Open a terminal and navigate to the chosen directory using cd.
3. Install the cgmodsel package locally by typing pip install .

You can also use the code without doing the third step from inside the folder. For a quick start, please execute the file quick_cgmod.py from the main folder.

Contact

If you have questions, comments, bug reports, feature requests, etc. please contact me: frank.nussbaum@uni-jena.de or come and see me in my office #3335 EAP2 Jena, Germany.

Copyright

© 2019 Frank Nussbaum (frank.nussbaum@uni-jena.de). All Rights Reserved.