Implements Bayesian linear regression, normal means estimation, and variable selection using the inverse gamma-gamma prior, as introduced by Bai and Ghosh (2018) <arXiv:1710.04369>.
Version: | 1.0 |
Depends: | R (≥ 3.1.0), Matrix, MASS, glmnet, pscl, GIGrvg |
Published: | 2018-04-09 |
Author: | Ray Bai, Malay Ghosh |
Maintainer: | Ray Bai <raybai07 at ufl.edu> |
License: | GPL-3 |
NeedsCompilation: | yes |
CRAN checks: | IGG results |
Reference manual: | IGG.pdf |
Package source: | IGG_1.0.tar.gz |
Windows binaries: | r-devel: IGG_1.0.zip, r-release: IGG_1.0.zip, r-oldrel: IGG_1.0.zip |
macOS binaries: | r-release: IGG_1.0.tgz, r-oldrel: IGG_1.0.tgz |
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