abglasso
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>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.1.1 |
2026-04-09 windows/windows R-4.5 | abglasso_0.1.1.zip |
18.1 KiB |