Multivariate Bayesian Model with Shrinkage Priors

Implements a sparse Bayesian multivariate linear regression model using shrinkage priors from the three parameter beta normal family. The method is described in Bai and Ghosh (2018) .


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install.packages("MBSP")

1.0 by Ray Bai, a year ago


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


Authors: Ray Bai , Malay Ghosh


Documentation:   PDF Manual  


GPL-3 license


Depends on Matrix, MASS, GIGrvg, coda, MCMCpack


See at CRAN