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.


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install.packages("pGMGM")

1.0 by Chen Gao, 3 years ago


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


Authors: Chen Gao , Yunzhang Zhu


Documentation:   PDF Manual  


GPL-2 license


Depends on JGL, mvtnorm, MASS


See at CRAN