An R package implementing Mixtures of Gaussian Graphical Models for model-based clustering with sparse covariance and concentration matrices.
You can install the released version of mixggm from CRAN:
install.packages("mixggm")
or the development version from GitHub:
# install.packages("devtools")
devtools::install_github("michaelfop/mixggm")
See help(mixGGM)
.
Fop, M., Murphy, T.B., and Scrucca, L. (2019) Model-based clustering with sparse covariance matrices. Statistics and Computing, 29:4, 791–819. URL: https://doi.org/10.1007/s11222-018-9838-y
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