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Bayesian Regression Models using Spike-and-Slab Priors

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brmss: Bayesian Regression Models using Spike-and-Slab Priors

This R-package brmss implements high-dimensional Bayesian linear and nonlinear regression models using independent spike-and-slab priors for full Bayesian inference. A general Metropolis-Hastings algorithm is used to sample the indicator variables of variable selection.

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