[R] Bayesian multivariate linear regression

[Michael Haenlein]

Dear all,

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.

Best wishes,

Michael


Michael Haenlein
ESCP Europe
Paris, France

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