Multivariate Bayesian Sparse Group Selection with Spike and Slab

An implementation of a Bayesian sparse group model using spike and slab priors in a regression context. It is designed for regression with a multivariate response variable, but also provides an implementation for univariate response.


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install.packages("MBSGS")

1.1.0 by Benoit Liquet, 2 years ago


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


Authors: Benoit Liquet , Matthew Sutton


Documentation:   PDF Manual  


GPL (>= 2.0) license


Imports MCMCpack, MASS, mgcv, mnormt, truncnorm


See at CRAN