A Java version of the GDAGsim sofware originally written in C by Professor Darren Wilkinson. Includes a JUnit test class for the GDAG class.
Requires an installation of Parallel Colt version 0.9.4. This GDAGsim repository comes with a modified version of the SparseCholeskyDecompositionAlgorithm Class from Parallel Colt, containing additional functions designed to help with the efficient processing of GDAG models, along with methods for quicker sampling and likelihood calculations.
Written for Java 1.6.
Keith Newman (based on software produced by Darren J. Wilkinson).
SparseCholeskyDecompositionAlgorithmExtended is a modified version of the SparseCholeskyDecompositionAlgorithm class in Parallel Colt by Piotr Wendykier.
Concepts used in this software are discussed in,
Wilkinson, D. J. & Yeung, S. K. H. (2004). A sparse matrix approach to Bayesian computation in large linear models. Computational Statistics and Data Analysis, 44(3):493–516.