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>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
5.0 |
2026-04-09 windows/windows R-4.5 | MBSP_5.0.zip |
37.1 KiB |