MBSP: Multivariate Bayesian Model with Shrinkage Priors

Implements a sparse Bayesian multivariate linear regression model using shrinkage priors from the three parameter beta normal family. The method is described in Bai and Ghosh (2018) <arXiv:1711.07635>.

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("MBSP")

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MBSP documentation built on April 9, 2018, 5:05 p.m.