Inverse Gamma-Gamma

Implements Bayesian linear regression, normal means estimation, and variable selection using the inverse gamma-gamma prior, as introduced by Bai and Ghosh (2018) .


Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.


1.0 by Ray Bai, a year ago

Browse source code at

Authors: Ray Bai , Malay Ghosh

Documentation:   PDF Manual  

GPL-3 license

Depends on Matrix, MASS, glmnet, pscl, GIGrvg

See at CRAN