Package: ebreg 0.1.3

Yiqi Tang

ebreg: Implementation of the Empirical Bayes Method

Implements a Bayesian-like approach to the high-dimensional sparse linear regression problem based on an empirical or data-dependent prior distribution, which can be used for estimation/inference on the model parameters, variable selection, and prediction of a future response. The method was first presented in Martin, Ryan and Mess, Raymond and Walker, Stephen G (2017) <doi:10.3150/15-BEJ797>. More details focused on the prediction problem are given in Martin, Ryan and Tang, Yiqi (2019) <arxiv:1903.00961>.

Authors:Yiqi Tang, Ryan Martin

ebreg_0.1.3.tar.gz
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ebreg_0.1.3.tgz(r-4.4-emscripten)ebreg_0.1.3.tgz(r-4.3-emscripten)
ebreg.pdf |ebreg.html✨
ebreg/json (API)

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Last updated 3 years agofrom:4de0621ddb. Checks:OK: 2. Indexed: yes.

Exports:ebreg

Dependencies:larsrbibutilsRdpack