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beam

This R package implements the method described in

Leday, G.G.R. and Richardson, S. (2019). Fast Bayesian inference in large Gaussian graphical models. Biometrics. 75(4), 1288--1298.

Description

beam:

  • enables the reconstruction of marginal and conditional independence graphs from high-dimensional data
  • is computationally very efficient, addressing problems with thousands of variables in just a few seconds.
  • outperforms popular Bayesian and non-Bayesian methods

Installation

If you wish to install beam from R:

# Install/load R package devtools
install.packages("devtools")
library(devtools)

# Install/load R package beam from github
install_github("gleday/beam")
library(beam)