BSAR: R-Package for Bayesian Spectral Analysis Regression with Shape Restrictions
by Peter J. Lenk and Taeryon Choi.
This R-package complements the technical report "Bayesian Spectral Analysis Regression with Shape Restrictions" by Peter J. Lenk and Taeryon Choi. A shortened version of the technical report has been submitted to a journal for publication.

BSAR implementing a Bayesian method for shape-restricted regression using a spectral analysis of Gaussian process priors is downloadable here(old version: BSAR 1.0, BSAR 1.1), developed by Seongil Jo. To install windows binary, use RGui menu "Package/Install package(s) from local zip files..." or R command "install.packages".

We provide a simple example in the paper. To carry out example, install this R-package(old version: BSAR 1.0, BSAR 1.1) into R and run following example R-code.
  • Readme
  • Example for BSAR with monotone convex increasing constraint
Last updated on July 05, 2015