Implements Bayesian linear regression, variable selection, normal means estimation, and multiple hypothesis testing using the normal-beta prime prior, as introduced by Bai and Ghosh (2019) <arXiv:1807.02421> and Bai and Ghosh (2019) <arXiv:1807.06539>. Normal means estimation and multiple testing for the Dirichlet-Laplace <doi:10.1080/01621459.2014.960967> and horseshoe+ priors <doi:10.1214/16-BA1028> are also available in this package.
Version: | 2.2 |
Depends: | R (≥ 3.1.0) |
Imports: | stats, utils, Matrix, MASS, glmnet, pscl, GIGrvg, truncnorm, pracma, HyperbolicDist |
Published: | 2019-01-19 |
Author: | Ray Bai, Malay Ghosh |
Maintainer: | Ray Bai <Ray.Bai at pennmedicine.upenn.edu> |
License: | GPL-3 |
NeedsCompilation: | yes |
CRAN checks: | NormalBetaPrime results |
Reference manual: | NormalBetaPrime.pdf |
Package source: | NormalBetaPrime_2.2.tar.gz |
Windows binaries: | r-devel: NormalBetaPrime_2.2.zip, r-release: NormalBetaPrime_2.2.zip, r-oldrel: NormalBetaPrime_2.2.zip |
macOS binaries: | r-release: NormalBetaPrime_2.2.tgz, r-oldrel: NormalBetaPrime_2.2.tgz |
Old sources: | NormalBetaPrime archive |
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