Estimating Multiple Gaussian Graphical Models (GGM) in Penalized Gaussian Mixture Models (GMM)

This is an R and C code implementation of the New-SP and New-JGL method of Gao et al. (2016) to perform model-based clustering and multiple graph estimation.


Reference manual

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1.0 by Chen Gao, 5 years ago

Browse source code at

Authors: Chen Gao , Yunzhang Zhu

Documentation:   PDF Manual  

GPL-2 license

Depends on JGL, mvtnorm, MASS

See at CRAN