MBSGS: Multivariate Bayesian Sparse Group Selection with Spike and Slab
An implementation of a Bayesian sparse group model using spike and slab priors in a regression context. It is designed for regression with a multivariate response variable, but also provides an implementation for univariate response.
- Benoit Liquet, Matthew Sutton
- Date of publication
- 2016-08-27 00:33:23
- Benoit Liquet <email@example.com>
- GPL (>= 2.0)
- Bayesian Group Lasso with Spike and Slab prior
- Bayesian Sparse Group Selection with Spike and Slab priors
- Multivariate Bayesian Group Lasso with Spike and Slab prior
- Internal Functions
- Multivariate Bayesian Sparse Group Selection with Spike and...
Files in this package