Bayesian Analysis of Seemingly Unrelated Regression Models

Implementation of the direct Monte Carlo approach of Zellner and Ando (2010) to sample from posterior of Seemingly Unrelated Regression (SUR) models. In addition, a Gibbs sampler is implemented that allows the user to analyze SUR models using the power prior.


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install.packages("surbayes")

0.1.2 by Ethan Alt, 2 months ago


https://github.com/ethan-alt/surbayes


Report a bug at https://github.com/ethan-alt/surbayes/issues


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


Authors: Ethan Alt


Documentation:   PDF Manual  


GPL (>= 2) license


Imports Rcpp, Matrix, rlist

Linking to Rcpp, RcppArmadillo


See at CRAN