Software for Bayesian inference with Directed Mixed Graph Models

The following file provides a R package and Java classes for our inference software, dmgBayes. The dmgBayes software does MCMC-based Bayesian inference in directed mixed graph models. This is an on-going project and we expect to expand it for other families of probabilistic models. The current version deals with Gaussian models only (a.k.a structural equation models):


A future self-contained R package is being planned. It is not hard to set up the current R code, however: it is just one file, as explained in the included documentation. However, you will need to a Java virtual machine running in your systems, plus the R package rJava (available from CRAN).

The current main reference for dmgBayes is our 2008 report. The following are also relevant references to better understand mixed graph models:

Last modification: July 25th 2008