R package FBFsearch: Algorithm for searching the space of Gaussian directed acyclic graphical models through moment fractional Bayes factors. We propose an objective Bayesian algorithm for searching the space of Gaussian directed acyclic graphical models when the variables are assumed to satisfy a given ordering. The approach used is based on non-local parameter priors and thus it is suitable for learning sparse graphs. The algorithm is implemented in C++ using the open-source library Armadillo.
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- Leppä-aho, Janne; Pensar, Johan; Roos, Teemu; Corander, Jukka: Learning Gaussian graphical models with fractional marginal pseudo-likelihood (2017)