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The method is described on Karimova, van Erp,\nLeenders, and Mulder (2024) . Gibbs\nsamplers are used for model fitting. The shrinkage priors that\nare supported are Gaussian (ridge) priors, Laplace (lasso)\npriors (Park and Casella, 2008\n), and horseshoe priors\n(Carvalho, et al., 2010; ). These\npriors include an option for grouped regularization of\ndifferent subsets of parameters (Meier et al., 2008;\n). F priors are used for\nthe penalty parameters lambda^2 (Mulder and Pericchi, 2018\n). 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