[R] Bayesian multivariate linear regression
haenlein at escpeurope.eu
Tue Sep 2 15:54:31 CEST 2014
I'm looking for a package that allows me to run a Bayesian multivariate
linear regression and extract predicted values. In essence I'm looking for
the equivalent of lm and lm.predict in a Bayesian framework.
I have found several libraries that allow to run Bayesian multivariate
linear regression (e.g., bayesm), but those do not seem to have a
prediction function. And the ones with prediction (e.g., MCMCPack) do not
support multiple dependent variables.
If you have any pointers, please let me know.
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