gigg: Group Inverse-Gamma Gamma Shrinkage for Sparse Regression with Grouping Structure

A Gibbs sampler corresponding to a Group Inverse-Gamma Gamma (GIGG) regression model with adjustment covariates. Hyperparameters in the GIGG prior specification can either be fixed by the user or can be estimated via Marginal Maximum Likelihood Estimation. Jonathan Boss, Jyotishka Datta, Xin Wang, Sung Kyun Park, Jian Kang, Bhramar Mukherjee (2021) <arXiv:2102.10670>.

Getting started

Package details

AuthorJon Boss [aut], Bhramar Mukherjee [aut], Michael Kleinsasser [cre]
MaintainerMichael Kleinsasser <mkleinsa@umich.edu>
LicenseGPL-2
Version0.2.1
URL https://github.com/umich-cphds/gigg
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("gigg")

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gigg documentation built on March 9, 2021, 5:07 p.m.