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Bayesian Regression: lm.bayes()

By tholscla on Sat, 11/02/2013 - 20:13

This is a set of functions that is similar to the lm() function in R for ordinary least squares (OLS). Except this is code for Bayesian regression with reference priors on the coefficients and the variance parameters.   Here is a .pdf file with the full explanation and derivation of the posterior full conditionals for the parameters.