SWAG: Bayesian Covariance Estimation for Multi-group Matrix-variate Data

Code for Bersson and Hoff, 2023.

MAIN.R: Main file to run the SWAG Metropolis-Hastings algorithm for your data and plot output.
SIMULATION.R: Main file to run the simulation in Bersson and Hoff 2023.
cov_functions.R: File contains SWAG Metropolis-Hastings sampler along with functions to compute various MLEs for population covariances for multi-group data.

Please reach out with any questions elb75@duke.edu.

Name		Name	Last commit message	Last commit date
Latest commit History 30 Commits
.DS_Store		.DS_Store
MAIN.R		MAIN.R
README.md		README.md
SIMULATION.R		SIMULATION.R
SIM_temp_for_mh_test.R		SIM_temp_for_mh_test.R
Setting_K_Simulation.R		Setting_K_Simulation.R
cov_functions.R		cov_functions.R
eval_simulation.R		eval_simulation.R
fast_matrix_ops.cpp		fast_matrix_ops.cpp
forest_data.Rdata		forest_data.Rdata
helpers.R		helpers.R

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