CRAN/E | MBSP

MBSP

Multivariate Bayesian Model with Shrinkage Priors

Installation

About

Gibbs sampler for fitting multivariate Bayesian linear regression with shrinkage priors (MBSP), using the three parameter beta normal family. The method is described in Bai and Ghosh (2018) doi:10.1016/j.jmva.2018.04.010.

Key Metrics

Version 4.0
R ≥ 3.6.0
Published 2023-05-17 348 days ago
Needs compilation? yes
License GPL-3
CRAN checks MBSP results

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Maintainer

Maintainer

Ray Bai

raybaistat@gmail.com

Authors

Ray Bai
Malay Ghosh

Material

Reference manual
Package source

In Views

Distributions

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

MBSP archive

Depends

R ≥ 3.6.0

Imports

stats
MCMCpack
GIGrvg
utils
mvtnorm

Reverse Suggests

matrixNormal