Bayesian Sparse Group Selection

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Documentation for package ‘BSGS’ version 2.0

• DESCRIPTION file.

Help Pages

BSGS.PE	Posterior estimates of parameters.
BSGS.Sample	Sample version of group-wise Gibbs sampler for sparse group selection.
BSGS.Simple	The group-wise Gibbs sampler for sparse group selection.
CGS.SMP.PE	Posterior estimates of parameters.
CompWiseGibbsSimple	Generate the posterior samples from the posterior distribution using the component-wise Gibbs sampler (CWGS).
CompWiseGibbsSMP	Stochastic matching pursuit for variable selection.
Crisis2008	A cross-sectional data set from Rose and Spiegel.
Crisis2008BalancedData	A cross-sectional data set from Rose and Spiegel with the removal of missing values.
MSE.BSGS	Mean square error (MSE).
MSE.CGS.SMP	Mean square error (MSE).
TCR.TPR.FPR.BSGS	Evaluate TCR, TPR and FPR for sparse group variable selection problmes.
TCR.TPR.FPR.CGS.SMP	Evaluate TCR, TPR and FPR for variable selection problems.