Package: bayesreg 1.2

Daniel F. Schmidt

bayesreg: Bayesian Regression Models with Global-Local Shrinkage Priors

Fits linear or generalized linear regression models using Bayesian global-local shrinkage prior hierarchies as described in Polson and Scott (2010) <doi:10.1093/acprof:oso/9780199694587.003.0017>. Provides an efficient implementation of ridge, lasso, horseshoe and horseshoe+ regression with logistic, Gaussian, Laplace, Student-t, Poisson or geometric distributed targets using the algorithms summarized in Makalic and Schmidt (2016) <arxiv:1611.06649>.

Authors:Daniel F. Schmidt [aut, cph, cre], Enes Makalic [aut, cph]

bayesreg_1.2.tar.gz
bayesreg_1.2.tar.gz(r-4.5-noble)bayesreg_1.2.tar.gz(r-4.4-noble)
bayesreg_1.2.tgz(r-4.4-emscripten)bayesreg_1.2.tgz(r-4.3-emscripten)
bayesreg.pdf |bayesreg.html
bayesreg/json (API)

# Install 'bayesreg' in R:
install.packages('bayesreg', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

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This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

1 exports 1 stars 0.36 score 2 dependencies 1 dependents 7 scripts 433 downloads

Last updated 3 years agofrom:46b479172d. Checks:OK: 2. Indexed: yes.

TargetResultDate
Doc / VignettesOKSep 15 2024
R-4.5-linuxOKSep 15 2024

Exports:bayesreg

Dependencies:pgdrawRcpp