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) .


Reference manual

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0.2.1 by Michael Kleinsasser, 6 months ago

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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