Bayesian Joint Spike-and-slab Graphical Lasso • spikeyglass

The goal of spikeyglass is to implement the method Bayesian Spike-and-Slab Joint Graphical Lasso (SSJGL) in an easy-to-use R package.

Method paper:

Li ZR, McCormick TH, Clark SJ. Bayesian Joint Spike-and-Slab Graphical Lasso. Proc Mach Learn Res. 2019 Jun;97:3877-3885. PMID: 33521648; PMCID: PMC7845917.

Code based on: https://github.com/richardli/SSJGL

Acknowledgement The code to implement GGL and FGL are adapted from the R package JGL by Patrick Danaher.

Installation

You can install the development version of spikeyglass from GitHub with:

# install.packages("devtools")
devtools::install_github("mljaniczek/spikeyglass")