BayesianGLasso: Bayesian Graphical Lasso
Version 0.2.0

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) .

Getting started

Package details

AuthorPatrick Trainor [aut, cre], Hao Wang [aut]
Date of publication2017-07-19 10:52:36 UTC
MaintainerPatrick Trainor <[email protected]>
Package repositoryView on CRAN
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BayesianGLasso documentation built on July 19, 2017, 5:03 p.m.