surbayes: Bayesian Analysis of Seemingly Unrelated Regression Models

Implementation of the direct Monte Carlo approach of Zellner and Ando (2010) <doi:10.1016/j.jeconom.2010.04.005> to sample from posterior of Seemingly Unrelated Regression (SUR) models. In addition, a Gibbs sampler is implemented that allows the user to analyze SUR models using the power prior.

Version: 0.1.2
Imports: Rcpp (≥, Matrix, rlist
LinkingTo: Rcpp, RcppArmadillo
Published: 2020-08-26
DOI: 10.32614/CRAN.package.surbayes
Author: Ethan Alt
Maintainer: Ethan Alt <ethanalt at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
Materials: README NEWS
CRAN checks: surbayes results


Reference manual: surbayes.pdf


Package source: surbayes_0.1.2.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): surbayes_0.1.2.tgz, r-oldrel (arm64): surbayes_0.1.2.tgz, r-release (x86_64): surbayes_0.1.2.tgz, r-oldrel (x86_64): surbayes_0.1.2.tgz
Old sources: surbayes archive


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