Missing Multivariate Bayesian Variable Selection
Plot the posterior distribution of the coefficients
Main function for variable selection
Plot the coefficients for each variable for each iteration of MCMC
Plot the the inclusion of each variable for each MCMC iteration
Plot the posterior mean of the covariance matrix
A variable selection tool for multivariate normal variables with missing-at-random values using Bayesian Hierarchical Model. Visualization functions show the posterior distribution of gamma (inclusion variables) and beta (coefficients). Users can also visualize the heatmap of the posterior mean of covariance matrix. Kim, T. Nicolae, D. (2019) <https://github.com/tk382/MMVBVS/blob/master/workingpaper.pdf>. Guan, Y. Stephens, M. (2011) <doi:10.1214/11-AOAS455>.