MBSP: Multivariate Bayesian Model with Shrinkage Priors

Gibbs sampler for fitting multivariate Bayesian linear regression with shrinkage priors (MBSP), using the three parameter beta normal family. The method is described in Bai and Ghosh (2018) <doi:10.1016/j.jmva.2018.04.010>.

Getting started

Package details

AuthorRay Bai, Malay Ghosh
MaintainerRay Bai <raybaistat@gmail.com>
LicenseGPL-3
Version4.0
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 May 31, 2023, 9:20 p.m.