gigg: Group Inverse-Gamma Gamma Shrinkage for Sparse Regression with Grouping Structure

A Gibbs sampler corresponding to a Group Inverse-Gamma Gamma (GIGG) regression model with adjustment covariates. Hyperparameters in the GIGG prior specification can either be fixed by the user or can be estimated via Marginal Maximum Likelihood Estimation. Jonathan Boss, Jyotishka Datta, Xin Wang, Sung Kyun Park, Jian Kang, Bhramar Mukherjee (2021) <arXiv:2102.10670>.

Version: 0.2.1
Depends: R (≥ 3.5.0)
Imports: Rcpp
LinkingTo: Rcpp, RcppArmadillo, BH
Published: 2021-03-09
Author: Jon Boss [aut], Bhramar Mukherjee [aut], Michael Kleinsasser [cre]
Maintainer: Michael Kleinsasser <mkleinsa at>
License: GPL-2
NeedsCompilation: yes
Materials: README
CRAN checks: gigg results


Reference manual: gigg.pdf
Package source: gigg_0.2.1.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release: gigg_0.2.1.tgz, r-oldrel: gigg_0.2.1.tgz


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