Bayesian Regression Models with Global-Local Shrinkage Priors
Getting started with the Bayesreg package
Fitting Bayesian Regression Models with Continuous Shrinkage Priors
Prediction method for Bayesian penalised regression (bayesreg) model...
Summarization method for Bayesian penalised regression (bayesreg) mo...
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) <doi:10.48550/arXiv.1611.06649>.