CRAN/E | BayesianGLasso

BayesianGLasso

Bayesian Graphical Lasso

Installation

About

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.

Key Metrics

Version 0.2.0
R ≥ 3.0.0
Published 2017-07-19 2476 days ago
Needs compilation? no
License GPL-3
CRAN checks BayesianGLasso results

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Maintainer

Maintainer

Patrick Trainor

patrick.trainor@louisville.edu

Authors

Patrick Trainor

aut / cre

Hao Wang

aut

Material

Reference manual
Package source

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Bayesian

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Depends

R ≥ 3.0.0

Imports

statmod
MASS