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

Package details

AuthorMarcus Groß [aut, cre], Ricardo Fernandes [aut], Mira Celine Klein [ctb]
MaintainerMarcus Groß <[email protected]>
Package repositoryView on CRAN
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BMSC documentation built on Oct. 18, 2018, 5:04 p.m.