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>.

Version:	5.0
Depends:	R (≥ 3.6.0)
Imports:	stats, MCMCpack, GIGrvg, utils, mvtnorm
Published:	2025-07-19
DOI:	10.32614/CRAN.package.MBSP
Author:	Ray Bai [aut, cre]
Maintainer:	Ray Bai <raybaistat at gmail.com>
License:	GPL-3
NeedsCompilation:	no
In views:	Distributions
CRAN checks:	MBSP results

Documentation:

Reference manual:

MBSP.html , MBSP.pdf

Downloads:

Package source:	MBSP_5.0.tar.gz
Windows binaries:	r-devel: MBSP_5.0.zip, r-release: MBSP_5.0.zip, r-oldrel: MBSP_5.0.zip
macOS binaries:	r-release (arm64): MBSP_5.0.tgz, r-oldrel (arm64): MBSP_5.0.tgz, r-release (x86_64): MBSP_5.0.tgz, r-oldrel (x86_64): MBSP_5.0.tgz
Old sources:	MBSP archive

Reverse dependencies:

Reverse suggests:

matrixNormal

Linking:

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