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) .


Reference manual

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0.2.0 by Patrick Trainor, 4 years ago

Browse source code at

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

Documentation:   PDF Manual  

GPL-3 license

Imports statmod, MASS

See at CRAN