Package: BayesianGLasso 0.2.0

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>.

Authors:Patrick Trainor [aut, cre], Hao Wang [aut]

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Exports:blockGLasso

Dependencies:MASSstatmod