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 <raybai07@ufl.edu>
Package repositoryView on CRAN
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IGG documentation built on May 2, 2019, 2:04 a.m.