mixggm

An R package implementing Mixtures of Gaussian Graphical Models for model-based clustering with sparse covariance and concentration matrices.

Installation

You can install the released version of mixggm from CRAN:

install.packages("mixggm")

or the development version from GitHub:

# install.packages("devtools")
devtools::install_github("michaelfop/mixggm")

Usage

See help(mixGGM).

References

Fop, M., Murphy, T.B., and Scrucca, L. (2019) Model-based clustering with sparse covariance matrices. Statistics and Computing, 29:4, 791–819. URL: https://doi.org/10.1007/s11222-018-9838-y