jialiwang1211/GCMlasso: Bayesian Gaussian graphical model with clustering structure for ordered variables.

The conditional independence relationships are measured on the latent scale via the extended rank likelihood method. Shrinkage effects are applied on the precision matrix.

Getting started

Package details

AuthorJiali Wang
MaintainerJiali Wang <jiali.wang@data61.csiro.au>
LicenseGPL-3 + file LICENSE
Version0.1.0
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("jialiwang1211/GCMlasso")
jialiwang1211/GCMlasso documentation built on May 14, 2019, 12:55 a.m.