Crandore Hub

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>.

Versions across snapshots

VersionRepositoryFileSize
0.2.0 rolling linux/jammy R-4.5 BayesianGLasso_0.2.0.tar.gz 14.2 KiB
0.2.0 rolling linux/noble R-4.5 BayesianGLasso_0.2.0.tar.gz 14.1 KiB
0.2.0 rolling source/ R- BayesianGLasso_0.2.0.tar.gz 2.9 KiB
0.2.0 latest linux/noble R-4.5 BayesianGLasso_0.2.0.tar.gz 14.1 KiB
0.2.0 latest source/ R- BayesianGLasso_0.2.0.tar.gz 2.9 KiB
0.2.0 latest linux/jammy R-4.5 BayesianGLasso_0.2.0.tar.gz 14.2 KiB
0.2.0 2026-04-26 source/ R- BayesianGLasso_0.2.0.tar.gz 2.9 KiB
0.2.0 2026-04-23 source/ R- BayesianGLasso_0.2.0.tar.gz 2.9 KiB
0.2.0 2026-04-09 windows/windows R-4.5 BayesianGLasso_0.2.0.zip 17.3 KiB
0.2.0 2025-04-20 source/ R- BayesianGLasso_0.2.0.tar.gz 2.9 KiB

Dependencies (latest)

Imports