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.


Reference manual

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0.1.2 by Ethan Alt, a year ago

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Authors: Ethan Alt

Documentation:   PDF Manual  

GPL (>= 2) license

Imports Rcpp, Matrix, rlist

Linking to Rcpp, RcppArmadillo

See at CRAN