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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
Browse package contents
Package details |
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| Author | Patrick Trainor [aut, cre], Hao Wang [aut] |
| Maintainer | Patrick Trainor <patrick.trainor@louisville.edu> |
| License | GPL-3 |
| Version | 0.2.0 |
| Package repository | View on CRAN |
| Installation |
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