MATLAB code for exact Bayesian variable selection with prior selected and weighted by empirical Bayes, as described in:
Integrating biological knowledge into variable selection: an empirical Bayes approach with application in cancer biology
S. M. Hill, R. M. Neve, N. Bayani, W-L. Kuo, S. Ziyad, P. T. Spellman, J. W. Gray and S. Mukherjee (2012)
BMC Bioinformatics 13:94
A simulation script is also included.
Data for cancer drug response application is available on request.