Bayesian Variable Selection with Hierarchical Priors

Bayesian variable selection for linear regression models using hierarchical priors. There is a prior that combines information across responses and one that combines information across covariates, as well as a standard spike and slab prior for comparison. An MCMC samples from the marginal posterior distribution for the 0-1 variables indicating if each covariate belongs to the model for each response.


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install.packages("ptycho")

1.1-4 by Laurel Stell, 6 years ago


web.stanford.edu/~lstell/ptycho/


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


Authors: Laurel Stell and Chiara Sabatti


Documentation:   PDF Manual  


GPL (>= 2) license


Imports coda, plyr, reshape2

Suggests foreach, doRNG


See at CRAN