BayesSUR: Bayesian Seemingly Unrelated Regression Models in High-Dimensional Settings

Bayesian seemingly unrelated regression with general variable selection and dense/sparse covariance matrix. The sparse seemingly unrelated regression is described in Bottolo et al. (2021) <doi:10.1111/rssc.12490>, the software paper is in Zhao et al. (2021) <doi:10.18637/jss.v100.i11>, and the model with random effects is described in Zhao et al. (2024) <doi:10.1093/jrsssc/qlad102>.

Package details

AuthorMarco Banterle [aut], Zhi Zhao [aut, cre], Leonardo Bottolo [ctb], Sylvia Richardson [ctb], Waldir Leoncio [ctb], Alex Lewin [aut], Manuela Zucknick [aut]
MaintainerZhi Zhao <zhi.zhao@medisin.uio.no>
LicenseMIT + file LICENSE
Version2.3-0
URL https://github.com/mbant/BayesSUR
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("BayesSUR")

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BayesSUR documentation built on April 3, 2025, 9:22 p.m.