This repository provides R code implementing the weighted Bayesian bootstrap (WBB) algorithm for the robust Bayesian Gaussian graphical model (RBGGM) via $\gamma$-divergence, as proposed by the following paper.

Onizuka. T. and Hashimoto. S. (2023), Robust Bayesian graphical modeling using $\gamma$-divergence.

The repository includes the following files.

• RBGGM-function.R: Implementation of the WBB algorithm for RBGGM.

• RBGGM-example.R: One-shot example of fitting the RBGGM method.