Normal Beta Prime Prior

Implements Bayesian linear regression, variable selection, normal means estimation, and multiple hypothesis testing using the normal-beta prime prior, as introduced by Bai and Ghosh (2019) and Bai and Ghosh (2019) . Normal means estimation and multiple testing for the Dirichlet-Laplace and horseshoe+ priors are also available in this package.


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install.packages("NormalBetaPrime")

2.2 by Ray Bai, 3 months ago


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


Authors: Ray Bai , Malay Ghosh


Documentation:   PDF Manual  


GPL-3 license


Imports stats, utils, Matrix, MASS, glmnet, pscl, GIGrvg, truncnorm, pracma, HyperbolicDist


See at CRAN