The R-package "GARggm" contains two functions:
- "GAR.FB", which implements the full Bayes algorithm (Algorithm 3 of Vinci et al. 2018)
- "GAR.EB", which implements the empirical Bayes algorithm (Algorithm 4 of Vinci et al. 2018).
Information about their use can be found in R with commands "?GAR.FB" and "?GAR.EB".
Vinci G., Ventura V., Smith M.A., and Kass R.E. (2018). Adjusted Regularization of Cortical Covariance. Journal of Computational Neuroscience.