Adaptive Bayesian Graphical Lasso

Implements a Bayesian adaptive graphical lasso data-augmented block Gibbs sampler. The sampler simulates the posterior distribution of precision matrices of a Gaussian Graphical Model. This sampler was adapted from the original MATLAB routine proposed in Wang (2012) .


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install.packages("abglasso")

0.1.0 by Jarod Smith, a month ago


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


Authors: Jarod Smith [aut, cre]


Documentation:   PDF Manual  


GPL-3 license


Imports MASS, pracma, stats, statmod

Suggests testthat


See at CRAN