Bayesian Graphical Lasso

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) .


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install.packages("BayesianGLasso")

0.2.0 by Patrick Trainor, 2 years ago


Browse source code at https://github.com/cran/BayesianGLasso


Authors: Patrick Trainor [aut, cre] , Hao Wang [aut]


Documentation:   PDF Manual  


GPL-3 license


Imports statmod, MASS


See at CRAN