BayesSUR2.3-1 package

Bayesian Seemingly Unrelated Regression Models in High-Dimensional Settings

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. (2024) <doi:10.1093/jrsssc/qlad102>.

  • Maintainer: Zhi Zhao
  • License: MIT + file LICENSE
  • Last published: 2025-11-16