trainorp/BayesianGLasso: Bayesian Graphical Lasso
Version 0.3.0

Implements a data-augmented block Gibbs sampler for simulating the posterior distribution of concentration matrices for specifying the topology and parameterization of a Gaussian Graphical Model (GGM). This sampler was originally proposed in Wang (2012) .

Getting started

Package details

Maintainer
LicenseGPL-3
Version0.3.0
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("devtools")
library(devtools)
install_github("trainorp/BayesianGLasso")
trainorp/BayesianGLasso documentation built on Nov. 29, 2017, 1:15 a.m.