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>.
| Version: | 4.0 |
| Depends: | R (≥ 3.6.0) |
| Imports: | stats, MCMCpack, GIGrvg, utils, mvtnorm |
| Published: | 2023-05-17 |
| DOI: | 10.32614/CRAN.package.MBSP |
| Author: | Ray Bai, Malay Ghosh |
| Maintainer: | Ray Bai <raybaistat at gmail.com> |
| License: | GPL-3 |
| NeedsCompilation: | yes |
| In views: | Distributions |
| CRAN checks: | MBSP results |
| Reference manual: | MBSP.pdf |
| Package source: | MBSP_4.0.tar.gz |
| Windows binaries: | r-devel: MBSP_4.0.zip, r-release: MBSP_4.0.zip, r-oldrel: MBSP_4.0.zip |
| macOS binaries: | r-release (arm64): MBSP_4.0.tgz, r-oldrel (arm64): MBSP_4.0.tgz, r-release (x86_64): MBSP_4.0.tgz, r-oldrel (x86_64): MBSP_4.0.tgz |
| Old sources: | MBSP archive |
| Reverse suggests: | matrixNormal |
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