Bayesian Model Selection under Constraints

A Bayesian regression package supporting constrained coefficient estimation and variable selection using Stan. This includes a robust variable selection algorithm by a horseshoe prior () that finds the optimal model considering main effects, interactions as well as powers of given variables under potential parameter constraints.


Reference manual

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0.2.1 by Marcus Groß, 4 months ago

Browse source code at

Authors: Marcus Groß [aut, cre] , Ricardo Fernandes [aut] , Mira Celine Klein [ctb]

Documentation:   PDF Manual  

GPL-3 license

Imports dplyr, ggplot2, loo, rstan, rstantools, R.utils

Depends on Rcpp, methods

Suggests lintr, testthat

Linking to StanHeaders, rstan, BH, Rcpp, RcppEigen

See at CRAN