MBSP: Multivariate Bayesian Model with Shrinkage Priors

Implements a sparse Bayesian multivariate linear regression model using shrinkage priors from the three parameter beta normal family. The method is described in Bai and Ghosh (2018) <arXiv:1711.07635>.

Version: 1.0
Depends: R (≥ 3.1.0), Matrix, MASS, GIGrvg, coda, MCMCpack
Published: 2018-04-09
Author: Ray Bai, Malay Ghosh
Maintainer: Ray Bai <raybai07 at ufl.edu>
License: GPL-3
NeedsCompilation: yes
In views: Distributions
CRAN checks: MBSP results

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Reference manual: MBSP.pdf
Package source: MBSP_1.0.tar.gz
Windows binaries: r-devel: MBSP_1.0.zip, r-release: MBSP_1.0.zip, r-oldrel: MBSP_1.0.zip
macOS binaries: r-release: MBSP_1.0.tgz, r-oldrel: MBSP_1.0.tgz

Reverse dependencies:

Reverse suggests: matrixNormal

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