CRAN
MBSGS 1.1.0
Multivariate Bayesian Sparse Group Selection with Spike and Slab
Released Aug 9, 2017 by Benoit Liquet
This package cannot yet be used with Renjin it depends on other packages which are not available: MCMCpack 1.4-3
Dependencies
MCMCpack 1.4-3 truncnorm 1.0-8 mnormt 1.5-5 MASS 7.3-50 mgcv 1.8-24
An implementation of a Bayesian sparse group model using spike and slab priors in a regression context. It is designed for regression with a multivariate response variable, but also provides an implementation for univariate response.