BayesianGLasso: 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) <doi:10.1214/12-BA729>.
Version: |
0.2.0 |
Depends: |
R (≥ 3.0.0) |
Imports: |
statmod, MASS |
Published: |
2017-07-19 |
Author: |
Patrick Trainor [aut, cre],
Hao Wang [aut] |
Maintainer: |
Patrick Trainor <patrick.trainor at louisville.edu> |
License: |
GPL-3 |
NeedsCompilation: |
no |
In views: |
Bayesian |
CRAN checks: |
BayesianGLasso results |
Documentation:
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