abglasso

cranv0.1.1

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) <doi:10.1214/12-BA729>.

License GPL-3strong copyleft0 versions1 maintainers4 deps107 weekly dl
https://CRAN.R-project.org/package=abglasso
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First published · 2021-07-13 23:32:33

Last updated · 2021-07-13T21:10:05+00:00