asbates/geblm: Geometrically Ergodic Bayesian Linear Models

Posterior samples for Bayesian linear models via geometrically convergent Gibbs samplers. Linear models with a proper normal-gamma prior are supported as well as linear mixed models with both improper and proper priors. Geometric ergodicity of the Gibbs samplers allow for computation of MCMC standard error estimates.

Getting started

Package details

Maintainer
LicenseMIT + file LICENSE
Version0.0.0.9000
URL https://github.com/asbates/geblm
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("asbates/geblm")
asbates/geblm documentation built on Nov. 12, 2019, 5:23 p.m.