Bayesian Prediction and portfolio optimization

baysnreg | Bayesian Normal Regression |

IndepMH | A Generic Independence Metropolis-Hastings Algorithm |

modslct | Model Selection |

parsply | Parallel compute |

predbreg | Bayesian Normal Regression |

predbregbs | Bayesian predictive distribution with best subset selection |

predbregspc | Bayesian predictive distribution with supervised principal... |

predist | Get predictive distribution |

sfeat | Significant feature selection |

supc | Supervised principal component |

testSR | Probability value of Sharpe Ratio |

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