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multiGGM 0.4.0

New features

  • multiggm_mcmc(method = "mghs") fits the multiple graphical horseshoe (Busatto & Stingo 2025), adapted from github.com/cbusatto/mGHS. It returns a multiggm_fit, so coef(), fitted(), posterior_pcor(), posterior_ci(), diff_prob_pcor(), plot_trace("theta") and multi-chain fitting work. It reproduces upstream’s draws exactly for the same seed (inst/mghs/VALIDATION.md). Local fixes: rejection samplers that could hang, stuck checks that missed NaN, and a cut-model indexing bug (inst/mghs/UPSTREAM.md). New options: thin, save_draws = FALSE (keep only running summaries), automatic restart of stuck chains.
  • diff_draws(), diff_summary(), bayes_fdr() and select_diff_edges() for differential edges between any two groups, pooling chains by default. select_diff_edges() controls the posterior expected FDR using P(|D| > delta) (all samplers) or P(g_k != g_m) (G-Wishart and SSVS).

Changes