r-bayesreg 1.3
Channel: guix-cran
Home page: https://cran.r-project.org/package=bayesreg
Licenses: GPL 3+
Synopsis: Bayesian Regression Models with Global-Local Shrinkage Priors
Description:
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>
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Total results: 1