pGMGM: Estimating Multiple Gaussian Graphical Models (GGM) in Penalized Gaussian Mixture Models (GMM)

This is an R and C code implementation of the New-SP and New-JGL method of Gao et al. (2016) <DOI:10.1214/16-EJS1135> to perform model-based clustering and multiple graph estimation.

Getting started

Package details

AuthorChen Gao, Yunzhang Zhu
MaintainerChen Gao <[email protected]>
LicenseGPL-2
Version1.0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("pGMGM")

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pGMGM documentation built on May 2, 2019, 11:55 a.m.