NormalBetaPrime: Normal Beta Prime Prior

Implements Bayesian linear regression, variable selection, normal means estimation, and multiple hypothesis testing using the normal-beta prime prior, as introduced by Bai and Ghosh (2019) <arXiv:1807.02421> and Bai and Ghosh (2019) <arXiv:1807.06539>. Normal means estimation and multiple testing for the Dirichlet-Laplace <doi:10.1080/01621459.2014.960967> and horseshoe+ priors <doi:10.1214/16-BA1028> are also available in this package.

Getting started

Package details

AuthorRay Bai, Malay Ghosh
MaintainerRay Bai <Ray.Bai@pennmedicine.upenn.edu>
LicenseGPL-3
Version2.2
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("NormalBetaPrime")

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NormalBetaPrime documentation built on May 2, 2019, 1:39 p.m.