The hardware and bandwidth for this mirror is donated by METANET, the Webhosting and Full Service-Cloud Provider.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]metanet.ch.
Draw posterior samples to estimate the precision matrix for multivariate Gaussian data. Posterior means of the samples is the graphical horseshoe estimate by Li, Bhadra and Craig(2017) <doi:10.48550/arXiv.1707.06661>. The function uses matrix decomposition and variable change from the Bayesian graphical lasso by Wang(2012) <doi:10.1214/12-BA729>, and the variable augmentation for sampling under the horseshoe prior by Makalic and Schmidt(2016) <doi:10.48550/arXiv.1508.03884>. Structure of the graphical horseshoe function was inspired by the Bayesian graphical lasso function using blocked sampling, authored by Wang(2012) <doi:10.1214/12-BA729>.
| Version: | 0.1 |
| Depends: | R (≥ 3.4.0), stats, MASS |
| Published: | 2018-10-30 |
| DOI: | 10.32614/CRAN.package.GHS |
| Author: | Ashutosh Srivastava, Anindya Bhadra |
| Maintainer: | Ashutosh Srivastava <srivas48 at purdue.edu> |
| License: | GPL-2 |
| NeedsCompilation: | no |
| CRAN checks: | GHS results |
| Reference manual: | GHS.pdf |
| Package source: | GHS_0.1.tar.gz |
| Windows binaries: | r-devel: GHS_0.1.zip, r-release: GHS_0.1.zip, r-oldrel: GHS_0.1.zip |
| macOS binaries: | r-release (arm64): GHS_0.1.tgz, r-oldrel (arm64): GHS_0.1.tgz, r-release (x86_64): GHS_0.1.tgz, r-oldrel (x86_64): GHS_0.1.tgz |
Please use the canonical form https://CRAN.R-project.org/package=GHS to link to this page.
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.