Gibbs sampler for fitting multivariate Bayesian linear regression with shrinkage priors (MBSP), using the three parameter beta normal family. The method is described in Bai and Ghosh (2018) .
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5.0 by Ray Bai, a year ago
Browse source code at https://github.com/cran/MBSP
Authors: Ray Bai [aut, cre]
Documentation: PDF Manual
GPL-3 license
Imports stats, MCMCpack, GIGrvg, utils, mvtnorm
Suggested by matrixNormal.
See at CRAN