IGG: Inverse Gamma-Gamma

Implements Bayesian linear regression, normal means estimation, and variable selection using the inverse gamma-gamma prior, as introduced by Bai and Ghosh (2018) <arXiv:1710.04369>.

Package details

AuthorRay Bai, Malay Ghosh
MaintainerRay Bai <[email protected]>
LicenseGPL-3
Version1.0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("IGG")

Try the IGG package in your browser

Any scripts or data that you put into this service are public.

IGG documentation built on April 9, 2018, 5:04 p.m.