MBSP

R package 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>.

Keywords for this software

Anything in here will be replaced on browsers that support the canvas element