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

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1.0 by Ray Bai, 3 years 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