Group Inverse-Gamma Gamma Shrinkage for Sparse Regression with Grouping Structure

A Gibbs sampler corresponding to a Group Inverse-Gamma Gamma (GIGG) regression model with adjustment covariates. Hyperparameters in the GIGG prior specification can either be fixed by the user or can be estimated via Marginal Maximum Likelihood Estimation. Jonathan Boss, Jyotishka Datta, Xin Wang, Sung Kyun Park, Jian Kang, Bhramar Mukherjee (2021) .


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install.packages("gigg")

0.2.1 by Michael Kleinsasser, a month ago


https://github.com/umich-cphds/gigg


Report a bug at https://github.com/umich-cphds/gigg/issues


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


Authors: Jon Boss [aut] , Bhramar Mukherjee [aut] , Michael Kleinsasser [cre]


Documentation:   PDF Manual  


GPL-2 license


Imports Rcpp

Linking to Rcpp, RcppArmadillo, BH


See at CRAN