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: 0.1.1
Imports: Rcpp (≥ 1.0.4.6), Matrix, rlist
LinkingTo: Rcpp, RcppArmadillo
Published: 2020-05-15
Author: Ethan Alt
Maintainer: Ethan Alt <ethanalt at live.unc.edu>
BugReports: https://github.com/ethan-alt/surbayes/issues
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: https://github.com/ethan-alt/surbayes
NeedsCompilation: yes
Materials: README NEWS
CRAN checks: surbayes results

Downloads:

Reference manual: surbayes.pdf
Package source: surbayes_0.1.1.tar.gz
Windows binaries: r-devel: surbayes_0.1.1.zip, r-release: surbayes_0.1.1.zip, r-oldrel: surbayes_0.1.1.zip
macOS binaries: r-release: surbayes_0.1.1.tgz, r-oldrel: not available
Old sources: surbayes archive

Linking:

Please use the canonical form https://CRAN.R-project.org/package=surbayes to link to this page.