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 [[alternative HTML version deleted]]