Bayesian Sparse Group Selection


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Documentation for package ‘BSGS’ version 1.0

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BSGS Sample version of group-wise Gibbs sampler for sparse group selection.
BSGS.Simple The group-wise Gibbs sampler for sparse group selection .
CompWiseGibbsSimple Running MCMC procedure to generate the posterior samples from the posterior distribution.
CompWiseGibbsSMP Stochastic matching pursuit for variable selection.
Crisis2008 A cross-sectional data set from Rose and Spiegel.
Crisis2008BalancedData A cross-sectional data set from Rose and Spiegel with the removal of missing values.