NormalBetaPrime: Normal Beta Prime Prior

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

Downloads:

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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