This repository contains the R package EMGS (currently still developer's version), described in
Zehang R Li and Tyler H McCormick. An Expectation Conditional Maximization approach for Gaussian graphical models, 2018 arXiv
Using the package
You can install the package with devtools
install_github("richardli/EMGS", subdir = "EMGS") library(EMGS)
First naive example
This example demonstrates the bias reduction of EMGS. It creates a plot (illustraion-emgs.pdf) under the figures/ directory.
This example demonstrates the informative priors. It creates a plot (structure.pdf) under the figures/ directory.
Running the full version of the simulation as described in the paper takes a long time and is recommended to be implemented on a cluster. However the sim_gaussian.R and sim_mixed.R provide small examples with a few replications.