CRAN

GHS 0.1

Graphical Horseshoe MCMC Sampler Using Data Augmented Block Gibbs Sampler

Released Oct 30, 2018 by Ashutosh Srivastava

This package cannot yet be used with Renjin because there was a problem building the package using Renjin's toolchain. View Build Log

Dependencies

MASS 7.3-51

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) . The function uses matrix decomposition and variable change from the Bayesian graphical lasso by Wang(2012) , and the variable augmentation for sampling under the horseshoe prior by Makalic and Schmidt(2016) . Structure of the graphical horseshoe function was inspired by the Bayesian graphical lasso function using blocked sampling, authored by Wang(2012) .

Source

R

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