
Description:
------------

A simple MCMC method for learning the structure
of measurement error covariance in linear Gaussian
latent variable models

Installation:
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This is basically a set of MATLAB scripts. See 
"test_method.m" for an example of simulated data
as used in the related CLADAG 2011 paper.

Open and modify "setpath.m" first, to set the
correct path in your configuation. The following 
library is needed:

> "Updating the Cholesky Decomposition for Low Rank Modifications"
  Author: Matthias Seeger
  URL: http://lapmal.epfl.ch/software/index.shtml

Contact:
--------

Please address questions to

> Ricardo Silva
  ricardo@stats.ucl.ac.uk

London, October 2011

Version history:
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This version is dated October 26th, 2011.

Version 1.0: October 11th, 2011.



