BayesSUR

This repository contains a new and improved R package for high-dimensional multivariate Bayesian variable and covariance selection in linear regression, started as an interface to the Bayesian SSUR C++-only, UNIX-specific, code.

R package instructions

See test.R file for usage; see the package vignette BayesSUR.pdf for more information.

Installation

Install the current release with

install.packages("BayesSUR")

Install the current development version with

library("devtools")
devtools::install_github("mbant/BayesSUR/BayesSUR")

Citation

Zhi Zhao, Marco Banterle, Leonardo Bottolo, Sylvia Richardson, Alex Lewin, Manuela Zucknick (2021). BayesSUR: An R package for high-dimensional multivariate Bayesian variable and covariance selection in linear regression. Journal of Statistical Software, 100(11):1-32. DOI: 10.18637/jss.v100.i11.