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ptycho

Bayesian Variable Selection with Hierarchical Priors

v1.1-5 · Apr 8, 2025 · GPL (>= 2)

Description

Bayesian variable selection for linear regression models using hierarchical priors. There is a prior that combines information across responses and one that combines information across covariates, as well as a standard spike and slab prior for comparison. An MCMC samples from the marginal posterior distribution for the 0-1 variables indicating if each covariate belongs to the model for each response.

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OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026

Dependency Network

Dependencies Reverse dependencies coda plyr reshape2 ptycho

Version History

new 1.1-5 Mar 10, 2026