Bayesian Sparse Group Selection


[Up] [Top]

Documentation for package ‘BSGS’ version 2.0

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.