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) .


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  

Task views: Probability Distributions

GPL-3 license

Depends on Matrix, MASS, GIGrvg, coda, MCMCpack

Suggested by matrixNormal.

See at CRAN