BayesianGLasso

Bayesian Graphical Lasso

CRAN Package

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.

  • Version0.2.0
  • R version≥ 3.0.0
  • LicenseGPL-3
  • Needs compilation?No
  • Last release07/19/2017

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  • Imports2 packages