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
| Version | Repository | File | Size |
|---|---|---|---|
0.2.0 |
2026-04-09 windows/windows R-4.5 | BayesianGLasso_0.2.0.zip |
17.3 KiB |