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surbayes  

Bayesian Analysis of Seemingly Unrelated Regression Models
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("surbayes", "0.1.2")



Attach the package and use:
library("surbayes")
Maintained by
Ethan Alt
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2020-05-06
Latest Update: 2020-08-26
Description:
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.
How to cite:
Ethan Alt (2020). surbayes: Bayesian Analysis of Seemingly Unrelated Regression Models. R package version 0.1.2, https://cran.r-project.org/web/packages/surbayes
Previous versions and publish date:
0.1.0 (2020-05-06 12:40), 0.1.1 (2020-05-15 16:10)
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