gigg

Group Inverse-Gamma Gamma Shrinkage for Sparse Regression with Grouping Structure

CRAN Package

A Gibbs sampler corresponding to a Group Inverse-Gamma Gamma (GIGG) regression model with adjustment covariates. Hyperparameters in the GIGG prior specification can either be fixed by the user or can be estimated via Marginal Maximum Likelihood Estimation. Jonathan Boss, Jyotishka Datta, Xin Wang, Sung Kyun Park, Jian Kang, Bhramar Mukherjee (2021) doi:10.48550/arXiv.2102.10670.

  • Version0.2.1
  • R versionunknown
  • LicenseGPL-2
  • Needs compilation?Yes
  • Last release03/09/2021

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