/bmnr

Bayesian Matrix Normal Regression (using R and Stan)

Primary LanguageC++OtherNOASSERTION

Bayesian Matrix Normal Regression (bmnr)

The original scope of this R package was to fit a matrix-variate normal regression in Stan. We found the model to be computationally infeasible for our time-frame when applied to 1500 observations but still used this package to fit a multivariate normal regression (with semi-conjugate prior information).

The code is therefore stuck in development and can be used at ones own risk.

If you have any questions about these models or you are interested in the future development of this package feel free to contact me at josh.cowley@hotmail.com.

Installation

You can install the development version of bmnr with:

# install.packages("devtools")
devtools::install_github("nclJoshCowley/bmnr")