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 (≥ 1.0.4.6), Matrix, rlist |
| LinkingTo: | Rcpp, RcppArmadillo |
| Published: | 2020-08-26 |
| 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 |
| Reference manual: | surbayes.pdf |
| Package source: | surbayes_0.1.2.tar.gz |
| Windows binaries: | r-devel: surbayes_0.1.2.zip, r-release: surbayes_0.1.2.zip, r-oldrel: surbayes_0.1.2.zip |
| 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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