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>. Also includes approximations
of the ratio of normalising constants, see details at C. Wong,
G. Moffa and J. Kuipers (2025),
<doi:10.48550/arXiv.2503.13046>.