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) <doi:10.48550/arXiv.1611.06649>.
| Version: | 1.3 |
| Depends: | pgdraw (≥ 1.0), doParallel (≥ 1.0.16), foreach (≥ 1.5.1) |
| Imports: | stats (≥ 3.0) |
| Published: | 2024-09-30 |
| DOI: | 10.32614/CRAN.package.bayesreg |
| Author: | Daniel F. Schmidt 
[aut, cph, cre] (<https://orcid.org/0000-0002-1788-2375>),
Enes Makalic
[aut, cph] (<https://orcid.org/0000-0003-3017-0871>) |
| Maintainer: | Daniel F. Schmidt <daniel.schmidt at monash.edu> |
| License: | GPL (≥ 3) |
| NeedsCompilation: | no |
| Citation: | bayesreg citation info |
| CRAN checks: | bayesreg results |
Documentation:
| Reference manual: | bayesreg.pdf |
Downloads:
| Package source: | bayesreg_1.3.tar.gz |
| Windows binaries: | r-devel: bayesreg_1.3.zip, r-release: bayesreg_1.3.zip, r-oldrel: bayesreg_1.3.zip |
| macOS binaries: | r-release (arm64): bayesreg_1.3.tgz, r-oldrel (arm64): bayesreg_1.3.tgz, r-release (x86_64): bayesreg_1.3.tgz, r-oldrel (x86_64): bayesreg_1.3.tgz |
| Old sources: | bayesreg archive |
Reverse dependencies:
| Reverse imports: | VsusP |
Linking:
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