A Bayesian regression package supporting constrained coefficient estimation and variable selection using Stan. This includes a robust variable selection algorithm by a horseshoe prior (<doi:10.1093/biomet/asq017>) that finds the optimal model considering main effects, interactions as well as powers of given variables under potential parameter constraints.
| Version: | 0.2.0 |
| Depends: | R (≥ 3.4.0), Rcpp (≥ 0.12.0), methods |
| Imports: | dplyr (≥ 0.7.4), ggplot2 (≥ 2.2.1), loo (≥ 2.0.0), rstan (≥ 2.18.1), rstantools (≥ 1.5.1), R.utils (≥ 2.6.0) |
| LinkingTo: | StanHeaders (≥ 2.18.0), rstan (≥ 2.18.2), BH (≥ 1.66.0), Rcpp (≥ 0.12.0), RcppEigen (≥ 0.3.3.3.0) |
| Suggests: | lintr, testthat |
| Published: | 2019-04-16 |
| Author: | Marcus Groß [aut, cre], Ricardo Fernandes [aut], Mira Celine Klein [ctb] |
| Maintainer: | Marcus Groß <marcus.gross at inwt-statistics.de> |
| License: | GPL-3 |
| NeedsCompilation: | yes |
| CRAN checks: | BMSC results |
| Reference manual: | BMSC.pdf |
| Package source: | BMSC_0.2.0.tar.gz |
| Windows binaries: | r-devel: BMSC_0.2.0.zip, r-release: BMSC_0.2.0.zip, r-oldrel: BMSC_0.2.0.zip |
| OS X binaries: | r-release: BMSC_0.2.0.tgz, r-oldrel: BMSC_0.1.1.tgz |
| Old sources: | BMSC archive |
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