Man pages for BSGS
Bayesian Sparse Group Selection

BSGS.PEPosterior estimates of parameters.
BSGS.SampleSample version of group-wise Gibbs sampler for sparse group...
BSGS.SimpleThe group-wise Gibbs sampler for sparse group selection.
CGS.SMP.PEPosterior estimates of parameters.
CompWiseGibbsSimpleGenerate the posterior samples from the posterior...
CompWiseGibbsSMPStochastic matching pursuit for variable selection.
Crisis2008A cross-sectional data set from Rose and Spiegel.
Crisis2008BalancedDataA cross-sectional data set from Rose and Spiegel with the...
MSE.BSGSMean square error (MSE).
MSE.CGS.SMPMean square error (MSE).
TCR.TPR.FPR.BSGSEvaluate TCR, TPR and FPR for sparse group variable selection...
TCR.TPR.FPR.CGS.SMPEvaluate TCR, TPR and FPR for variable selection problems.
BSGS documentation built on May 2, 2019, 4:21 a.m.