mixggm-package: Mixtures of Gaussian graphical models

Description Details Author(s) References

Description

Mixtures of Gaussian graphical models for model-based clustering with sparse covariance and concentration matrices.

Details

A package implementing mixtures of Gaussian graphical models for model-based clustering with sparse covariance and concentration matrices. Model fitting is carried out by means of a structural-EM algorithm for parameter estimation and graph structure search.

The main functions are mixGGM, searchGGM and fitGGM.

Author(s)

Michael Fop, Luca Scrucca and Thomas Brendan Murphy.

Maintainer: Michael Fop [email protected]

References

Fop, M., Murphy, T.B., and Scrucca, L. (2018). Model-based clustering with sparse covariance matrices. Statistics and Computing. To appear.


michaelfop/mixggm documentation built on Oct. 27, 2018, 12:14 a.m.