bgms - Bayesian Analysis of Graphical Models
Bayesian estimation and edge selection for graphical models of mixed binary, ordinal, and continuous variables. The variable types determine the model: an ordinal Markov random field for discrete data, a Gaussian graphical model for continuous data, or a mixed Markov random field combining both. Edge inclusion is determined through spike-and-slab priors, yielding posterior inclusion probabilities for each edge. Supports multi-group comparison via 'bgmCompare()', simulation, prediction, and missing data imputation.
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bayesian-inferencebayesian-statisticsedge-selectiongaussian-graphical-modelgraphical-modelshamiltonian-monte-carlomarkov-chain-monte-carlomarkov-random-fieldmcmcmetropolis-hastingsnetwork-analysisparallel-computingspike-and-slabopenblascpp
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