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]>
LicenseGPL-3
Version0.2.0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("BayesianGLasso")

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BayesianGLasso documentation built on July 19, 2017, 5:03 p.m.