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GHS

Graphical Horseshoe MCMC Sampler Using Data Augmented Block Gibbs Sampler

v0.1 · Oct 30, 2018 · GPL-2

Description

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) <arXiv:1707.06661>. The function uses matrix decomposition and variable change from the Bayesian graphical lasso by Wang(2012) <doi:10.1214/12-BA729>, and the variable augmentation for sampling under the horseshoe prior by Makalic and Schmidt(2016) <arXiv:1508.03884>. Structure of the graphical horseshoe function was inspired by the Bayesian graphical lasso function using blocked sampling, authored by Wang(2012) <doi:10.1214/12-BA729>.

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r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-macos-arm64 OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 NOTE
r-oldrel-macos-x86_64 NOTE
r-oldrel-windows-x86_64 NOTE
r-patched-linux-x86_64 OK
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r-release-macos-arm64 OK
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r-release-windows-x86_64 OK
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CRAN incoming feasibility

Maintainer: ‘Ashutosh Srivastava<srivas48@purdue.edu>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: c(person(given = "Ashutosh",
                      family = "Srivastava",
                      role = c("aut", "cre"),
                      email = "srivas48@purdue.edu"),
               person(given = "Anindya",
                      family = "Bhadra",
                      role = "aut",
                      email = "bhadra@purdue.edu"))
as necessary.

The Description field contains
  <arXiv:1707.06661>. The function uses matrix decomposition and variable
  <arXiv:1508.03884>. Structure of the graphical horseshoe function was
Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.
NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Ashutosh Srivastava<srivas48@purdue.edu>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: c(person(given = "Ashutosh",
                      family = "Srivastava",
                      role = c("aut", "cre"),
                      email = "srivas48@purdue.edu"),
               person(given = "Anindya",
                      family = "Bhadra",
                      role = "aut",
                      email = "bhadra@purdue.edu"))
as necessary.

The Description field contains
  <arXiv:1707.06661>. The function uses matrix decomposition and variable
  <arXiv:1508.03884>. Structure of the graphical horseshoe function was
Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.
NOTE r-oldrel-macos-arm64

LazyData

'LazyData' is specified without a 'data' directory
NOTE r-oldrel-macos-x86_64

LazyData

'LazyData' is specified without a 'data' directory
NOTE r-oldrel-windows-x86_64

LazyData

'LazyData' is specified without a 'data' directory

Check History

NOTE 9 OK · 5 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
NOTE r-devel-linux-x86_64-debian-clang

CRAN incoming feasibility

Maintainer: ‘Ashutosh Srivastava<srivas48@purdue.edu>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: c(person(given = "Ashutosh",
                      family = "Srivastava",
                      role = c("aut", "cre"),

...[truncated]...
ption field contains
  <arXiv:1707.06661>. The function uses matrix decomposition and variable
  <arXiv:1508.03884>. Structure of the graphical horseshoe function was
Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.
NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Ashutosh Srivastava<srivas48@purdue.edu>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: c(person(given = "Ashutosh",
                      family = "Srivastava",
                      role = c("aut", "cre"),

...[truncated]...
ption field contains
  <arXiv:1707.06661>. The function uses matrix decomposition and variable
  <arXiv:1508.03884>. Structure of the graphical horseshoe function was
Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.
NOTE r-oldrel-macos-arm64

LazyData

'LazyData' is specified without a 'data' directory
NOTE r-oldrel-macos-x86_64

LazyData

'LazyData' is specified without a 'data' directory
NOTE r-oldrel-windows-x86_64

LazyData

'LazyData' is specified without a 'data' directory

Dependency Network

Dependencies Reverse dependencies MASS GHS

Version History

new 0.1 Mar 10, 2026