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BMSC: Bayesian Model Selection under Constraints
A Bayesian regression package supporting constrained coefficient estimation and variable selection using Stan. This includes a robust variable selection algorithm by a horseshoe prior (<doi:10.1093/biomet/asq017>) that finds the optimal model considering main effects, interactions as well as powers of given variables under potential parameter constraints.
Getting started
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Package details |
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| Author | Marcus Groß [aut, cre], Ricardo Fernandes [aut], Mira Celine Klein [ctb] |
| Maintainer | Marcus Groß <marcus.gross@inwt-statistics.de> |
| License | GPL-3 |
| Version | 0.2.1 |
| Package repository | View on CRAN |
| Installation |
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