swMATH ID: 25620
Software Authors: Bai, Ray; Ghosh, Malay
Description: 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>.
Homepage: https://cran.r-project.org/web/packages/MBSP/index.html
Source Code:  https://github.com/cran/MBSP
Dependencies: R
Keywords: heavy tail; high-dimensional data; posterior consistency; shrinkage estimation; sparsity; variable selection
Related Software: HS_GHS; R2GUESS; glmnet; R
Cited in: 2 Documents

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