HDBRR: High Dimensional Bayesian Ridge Regression without MCMC

Ridge regression provide biased estimators of the regression parameters with lower variance. The HDBRR ("High Dimensional Bayesian Ridge Regression") function fits Bayesian Ridge regression without MCMC, this one uses the SVD or QR decomposition for the posterior computation.

Getting started

Package details

AuthorSergio Perez-Elizalde Developer [aut], Blanca Monroy-Castillo Developer [aut, cre], Paulino Perez-Rodriguez User [ctb], Jose Crossa User [ctb]
MaintainerBlanca Monroy-Castillo Developer <blancamonroy.96@gmail.com>
LicenseGPL (>= 2)
Version1.1.4
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("HDBRR")

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HDBRR documentation built on Oct. 6, 2022, 1:05 a.m.