This code implements the Gibbs sampler described in:
George, E.I., and McCulloch, R.E. (1993), \Variable Selection via Gibbs Sampling," Journal of
the American Statistical Society, 88, 881-889.
It is in C++ which could easily be converted to straight C,
Fortran, or Java.
There are few comments, but the code is simple.
The main file is:
ncon.cpp
a sample input file is:
nconin.txt
a (small) library file (with header) is:
roblib.cpp
roblib.h
Some of the computational stuff is taken from
"Numerical Recipes in C".