abglasso: Adaptive Bayesian Graphical Lasso

Implements a Bayesian adaptive graphical lasso data-augmented block Gibbs sampler. The sampler simulates the posterior distribution of precision matrices of a Gaussian Graphical Model. This sampler was adapted from the original MATLAB routine proposed in Wang (2012) <doi:10.1214/12-BA729>.

Getting started

Package details

AuthorJarod Smith [aut, cre] (<https://orcid.org/0000-0003-4235-6147>), Mohammad Arashi [aut] (<https://orcid.org/0000-0003-4793-5674>), Andriette Bekker [aut] (<https://orcid.org/0000-0002-5881-9241>)
MaintainerJarod Smith <jarodsmith706@gmail.com>
LicenseGPL-3
Version0.1.1
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("abglasso")

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abglasso documentation built on July 14, 2021, 1:07 a.m.