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) .


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install.packages("IGG")

1.0 by Ray Bai, a year ago


Browse source code at https://github.com/cran/IGG


Authors: Ray Bai , Malay Ghosh


Documentation:   PDF Manual  


GPL-3 license


Depends on Matrix, MASS, glmnet, pscl, GIGrvg


See at CRAN