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.


Reference manual

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2.2 by Ray Bai, 3 years ago

Browse source code at

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