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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.
I am making available some basic functions that I use often. If you have a recommendation about how I coded something or find a bug, please leave a comment. I write R packages with a mix of R functions and compiled C++ functions (Rcpp library) for speed/efficiency. Code is not guarenteed to work, use at your own risk.
