Bayesian Variable Selection with Shrinking and Diffusing Priors

Provides a Bayesian variable selection approach using continuous spike and slab prior distributions. The prior choices here are motivated by the shrinking and diffusing priors studied in Narisetty & He (2014) .


Reference manual

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0.3.0 by Qingyan Xiang, 2 months ago

Browse source code at

Authors: Qingyan Xiang <[email protected]> , Naveen Narisetty <[email protected]>

Documentation:   PDF Manual  

GPL (>= 3) license

Imports Rcpp, rmutil

Linking to Rcpp, RcppEigen

See at CRAN