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gigg  

Group Inverse-Gamma Gamma Shrinkage for Sparse Regression with Grouping Structure
View on CRAN: Click here


Download and install gigg package within the R console
Install from CRAN:
install.packages("gigg")

Install from Github:
library("remotes")
install_github("cran/gigg")

Install by package version:
library("remotes")
install_version("gigg", "0.2.1")



Attach the package and use:
library("gigg")
Maintained by
Michael Kleinsasser
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2021-03-09
Latest Update: 2021-03-09
Description:
A Gibbs sampler corresponding to a Group Inverse-Gamma Gamma (GIGG) regression model with adjustment covariates. Hyperparameters in the GIGG prior specification can either be fixed by the user or can be estimated via Marginal Maximum Likelihood Estimation. Jonathan Boss, Jyotishka Datta, Xin Wang, Sung Kyun Park, Jian Kang, Bhramar Mukherjee (2021) .
How to cite:
Michael Kleinsasser (2021). gigg: Group Inverse-Gamma Gamma Shrinkage for Sparse Regression with Grouping Structure. R package version 0.2.1, https://cran.r-project.org/web/packages/gigg. Accessed 28 Oct. 2026.
Previous versions and publish date:
No previous versions
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Complete documentation for gigg
Functions, R codes and Examples using the gigg R package
Some associated functions: chol_solve . concentrated . digamma_inv . distributed . gigg . gigg_fixed_gibbs_sampler . gigg_mmle_gibbs_sampler . quick_solve . rgig_cpp . 
Some associated R codes: RcppExports.R . data.R . gigg_main.R . post_summary.R .  Full gigg package functions and examples
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