GWnorm: G-Wishart Normalising Constants for Gaussian Graphical Models

Computes G-Wishart normalising constants through a Fourier approach. Either exact analytical results, numerical integration or Monte Carlo estimation are employed. Details at C. Wong, G. Moffa and J. Kuipers (2024), <doi:10.48550/arXiv.2404.06803>.

Version: 1.0
Depends: R (≥ 4.0.0)
Imports: igraph, BDgraph, CholWishart, MASS, mvtnorm, Rcpp (≥ 1.1.1)
LinkingTo: Rcpp, RcppEigen
Published: 2026-04-16
DOI: 10.32614/CRAN.package.GWnorm (may not be active yet)
Author: Ching Wong [aut], Jack Kuipers [aut, cre]
Maintainer: Jack Kuipers <jack.kuipers at bsse.ethz.ch>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
CRAN checks: GWnorm results

Documentation:

Reference manual: GWnorm.html , GWnorm.pdf

Downloads:

Package source: GWnorm_1.0.tar.gz
Windows binaries: r-devel: not available, r-release: not available, r-oldrel: not available
macOS binaries: r-release (arm64): not available, r-oldrel (arm64): not available, r-release (x86_64): not available, r-oldrel (x86_64): not available

Linking:

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