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VARshrink
shrinkVARcoef
shrinkVARcoef function
Semiparametric Bayesian Shrinkage Estimator for Multivariate Regression
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VARshrink package
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Maintainer: Namgil Lee
License: GPL-3
Last published: 2019-10-09
Useful links
https://github.com/namgillee/VARshrink/issues/
https://github.com/namgillee/VARshrink/