Jarod-Smithy/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>.

install.packages("remotes")
remotes::install_github("Jarod-Smithy/abglasso")