BayesSUR

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Software:54022



swMATH38322CRANBayesSURMaRDI QIDQ54022FDOQ54022

Bayesian Seemingly Unrelated Regression

Alex Lewin, Marco Banterle, Zhi Zhao, Manuela Zucknick

Last update: 9 January 2024

Copyright license: MIT license, File License

Software version identifier: 2.1-3, 1.0-0, 1.0-1, 1.0-2, 1.0-3, 1.0-4, 1.1-1, 1.1-2, 1.2-0, 1.2-1, 1.2-2, 1.2-3, 1.2-4, 2.0-0, 2.0-1, 2.1-0, 2.1-1, 2.1-2, 2.1-4, 2.1-5, 2.1-6

Source code repository: https://github.com/cran/BayesSUR

Bayesian seemingly unrelated regression with general variable selection and dense/sparse covariance matrix. The sparse seemingly unrelated regression is described in Bottolo et al. (2021) <doi:10.1111/rssc.12490>, the software paper is in Zhao et al. (2021) <doi:10.18637/jss.v100.i11>, and the model with random effects is described in Zhao et al. (2023) <doi:10.1093/jrsssc/qlad102>.





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