Mixtures of Gaussian graphical models for model-based clustering with sparse covariance and concentration matrices.
A package implementing mixtures of Gaussian graphical models for model-based clustering with sparse covariance and concentration matrices. Model fitting is carried out by means of a structural-EM algorithm for parameter estimation and graph structure search.
Fop, M., Murphy, T.B., and Scrucca, L. (2018). Model-based clustering with sparse covariance matrices. Statistics and Computing. To appear.