baygel: Bayesian Shrinkage Estimators for Precision Matrices in Gaussian Graphical Models

This R package offers block Gibbs samplers for the Bayesian (adaptive) graphical lasso, ridge, and naive elastic net priors. These samplers facilitate the simulation of the posterior distribution of precision matrices for Gaussian distributed data and were originally proposed by: Wang (2012) <doi:10.1214/12-BA729>; Smith et al. (2022) <doi:10.48550/arXiv.2210.16290> and Smith et al. (2023) <doi:10.48550/arXiv.2306.14199>, respectively.

Getting started

Package details

AuthorJarod Smith [aut, cre] (<https://orcid.org/0000-0003-4235-6147>), Mohammad Arashi [aut] (<https://orcid.org/0000-0002-5881-9241>), Andriette Bekker [aut] (<https://orcid.org/0000-0003-4793-5674>)
MaintainerJarod Smith <jarodsmith706@gmail.com>
LicenseGPL (>= 3)
Version0.3.0
URL https://github.com/Jarod-Smithy/baygel
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("baygel")

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baygel documentation built on Nov. 11, 2023, 5:10 p.m.