BayesianGLasso: Bayesian Graphical Lasso

Implements a data-augmented block Gibbs sampler for simulating the posterior distribution of concentration matrices for specifying the topology and parameterization of a Gaussian Graphical Model (GGM). This sampler was originally proposed in Wang (2012) <doi:10.1214/12-BA729>.

Getting started

Package details

AuthorPatrick Trainor [aut, cre], Hao Wang [aut]
MaintainerPatrick Trainor <[email protected]>
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

Try the BayesianGLasso package in your browser

Any scripts or data that you put into this service are public.

BayesianGLasso documentation built on May 2, 2019, 3:37 p.m.