Mhorseshoe0.1.5 package

Approximate Algorithm for Horseshoe Prior

approx_horseshoe

Run approximate MCMC algorithm for horseshoe prior

exact_horseshoe

Run exact MCMC algorithm for horseshoe prior

Mhorseshoe

Mhorseshoe: Approximate Algorithm for Horseshoe Prior

rejection_sampler

rejection sampler to update local shrinkage parameters lambda.

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Provides exact and approximate algorithms for the horseshoe prior in linear regression models, which were proposed by Johndrow et al. (2020) <https://www.jmlr.org/papers/v21/19-536.html>.

  • Maintainer: Kang Mingi
  • License: MIT + file LICENSE
  • Last published: 2025-10-20