MBSP: Multivariate Bayesian Model with Shrinkage Priors

Gibbs sampler for fitting multivariate Bayesian linear regression with shrinkage priors (MBSP), using the three parameter beta normal family. The method is described in Bai and Ghosh (2018) <doi:10.1016/j.jmva.2018.04.010>.

Version: 4.0
Depends: R (≥ 3.6.0)
Imports: stats, MCMCpack, GIGrvg, utils, mvtnorm
Published: 2023-05-17
DOI: 10.32614/CRAN.package.MBSP
Author: Ray Bai, Malay Ghosh
Maintainer: Ray Bai <raybaistat at gmail.com>
License: GPL-3
NeedsCompilation: yes
In views: Distributions
CRAN checks: MBSP results


Reference manual: MBSP.pdf


Package source: MBSP_4.0.tar.gz
Windows binaries: r-devel: MBSP_4.0.zip, r-release: MBSP_4.0.zip, r-oldrel: MBSP_4.0.zip
macOS binaries: r-release (arm64): MBSP_4.0.tgz, r-oldrel (arm64): MBSP_4.0.tgz, r-release (x86_64): MBSP_4.0.tgz, r-oldrel (x86_64): MBSP_4.0.tgz
Old sources: MBSP archive

Reverse dependencies:

Reverse suggests: matrixNormal


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